Degrees of freedom of a time series

DOI10.1023/A:1013172129075zbMath1005.37054OpenAlexW136369467MaRDI QIDQ1602032

R. Smith

Publication date: 2 July 2002

Published in: Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1013172129075

zbMATH Keywords

time seriesLyapunov spectrumergodic measure

Mathematics Subject Classification ID

Smooth ergodic theory, invariant measures for smooth dynamical systems (37C40) Time series analysis of dynamical systems (37M10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

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