Finite correlation dimension for stochastic systems with power-law spectra

DOI10.1016/0167-2789(89)90075-4zbMath0671.60030OpenAlexW2055084071MaRDI QIDQ1119263

Alfred R. Osborne, Antonello Provenzale

Publication date: 1989

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-2789(89)90075-4

zbMATH Keywords

non-Gaussian behaviorfinite correlationpower-law spectra

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Applications of manifolds of mappings to the sciences (58D30)

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