On the relationship between the theory of cointegration and the theory of phase synchronization

DOI10.1214/18-STS659zbMath1403.62222arXiv1201.0651OpenAlexW2964056371MaRDI QIDQ1630395

Jan C. Neddermeyer, Rainer Dahlhaus, Istvan Z. Kiss

Publication date: 10 December 2018

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.0651

zbMATH Keywords

phase synchronizationcointegrationstatistical inferencemacroeconomicsweakly coupled oscillatorsdriver response relationshipRössler-Lorenz system

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Phase plane analysis, limit cycles for nonlinear problems in mechanics (70K05)

Related Items

Oscillating systems with cointegrated phase processes

Uses Software

• Systemfit

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Chemical oscillations, waves, and turbulence
• Phase synchronization of chaotic oscillators by external driving
• Mean phase coherence as a measure for phase synchronization and its application to the EEG of epilepsy patients
• From Kuramoto to Crawford: Exploring the onset of synchronization in population of coupled oscillators
• The synchronization of chaotic systems
• Synchronization in oscillatory networks
• Asymptotic Likelihood Based Inference for Co-integrated Homogenous Gaussian Diffusions
• Frequency and phase estimation in time series with quasi periodic components
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• The estimation of frequency
• Asymptotic Properties of Residual Based Tests for Cointegration
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• TESTING FOR THE COINTEGRATING RANK OF A VAR PROCESS WITH AN INTERCEPT
• TESTING FOR PHASE SYNCHRONIZATION
• AN APPROACH TO MULTIVARIATE PHASE SYNCHRONIZATION ANALYSIS AND ITS APPLICATION TO EVENT-RELATED POTENTIALS
• PHASE SYNCHRONIZATION IN A MODULATED CHAOTIC LASER ARRAY
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• Synchronization in chaotic systems
• Error Correction and Long-Run Equilibrium in Continuous Time
• Statistical inference for oscillation processes
• Mathematical Methods in Signal Processing and Digital Image Analysis
• Time Series
• Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models