Pages that link to "Item:Q1338103"
From MaRDI portal
The following pages link to Non-parametric estimation of deterministically chaotic systems (Q1338103):
Displaying 15 items.
- A note on some properties of the ESTAR model (Q1274713) (← links)
- Reconstructing dynamics from intertemporal economic data (Q1357436) (← links)
- Hellinger distance estimation of nonlinear dynamical systems. (Q1423199) (← links)
- Identification of models for chaotic systems from noisy data: implications for performance and nonlinear filtering (Q1893285) (← links)
- The role of chaotic processes in econometric models (Q1918123) (← links)
- Computational assessment of smooth and rough parameter dependence of statistics in chaotic dynamical systems (Q2038164) (← links)
- Estimating the state of large spatio-temporally chaotic systems (Q2425766) (← links)
- A New Cost Function for Parameter Estimation of Chaotic Systems Using Return Maps as Fingerprints (Q2934571) (← links)
- Convergence Analysis of the Guaranteed Parameter Estimation Algorithm for Models of One-Dimensional Chaotic Systems (Q3387338) (← links)
- Maximum likelihood estimation of stochastic chaos representations from experimental data (Q3440486) (← links)
- RETRIEVING DYNAMICAL INVARIANTS FROM CHAOTIC DATA USING NARMAX MODELS (Q4374639) (← links)
- A nonparametric statistical approach in noisy chaos identification (Q4387660) (← links)
- (Q5207089) (← links)
- A NEW STATISTICAL METHOD FOR FILTERING AND ENTROPY ESTIMATION OF A CHAOTIC MAP FROM NOISY DATA (Q5474149) (← links)
- A consistent nonparametric test of ergodicity for time series with applications (Q5942687) (← links)
