Noise in unspecified, nonlinear time series

DOI10.1016/S0304-4076(96)00010-3zbMath0900.62650MaRDI QIDQ1362498

George G. Szpiro

Publication date: 12 August 1997

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

noisechaostime seriescorrelation integral

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Singular spectrum analysis based on the perturbation theory

Cites Work

• Unnamed Item
• Noise in autoregressive time-series
• Fundamental limitations for estimating dimensions and Lyapunov exponents in dynamical systems
• Measuring dynamical noise in dynamical systems
• Distinguishing random and deterministic systems: Abridged version
• The self-intersections of a smooth \(n\)-manifold in \(2n\)-space
• Nonlinear Dynamic Structures

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