Asymptotic scaling laws for precision of parameter estimates in dynamical systems

DOI10.1016/S0375-9601(03)00349-9zbMath1020.37052OpenAlexW2012929280MaRDI QIDQ1866665

W. Horbelt, Jens Timmer

Publication date: 9 April 2003

Published in: Physics Letters. A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0375-9601(03)00349-9

zbMATH Keywords

noisy datalogistic mapLorenz systempower lawsvan der Pol oscillatordeterministic dynamical systems

Mathematics Subject Classification ID

Qualitative investigation and simulation of ordinary differential equation models (34C60) Approximation methods and numerical treatment of dynamical systems (37M99) Numerical problems in dynamical systems (65P99)

Related Items (5)

Exogenous and endogenous price jumps belong to different dynamical classes ⋮ Modeling global vector fields of chaotic systems from noisy time series with the aid of structure-selection techniques ⋮ Estimation of parameters in one-dimensional maps from noisy chaotic time series ⋮ Identification of chaotic systems with hidden variables (modified Bock's algorithm) ⋮ Spatiotemporal system reconstruction using Fourier spectral operators and structure selection techniques

Uses Software

• astsa

Cites Work

• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• Threshold models in non-linear time series analysis
• Parametric, nonparametric and parametric modelling of a chaotic circuit time series
• Parameter estimation in nonlinear delayed feedback systems from noisy data
• Indistinguishable states. I: Pefect model scenario.
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