Measuring statistical dependences in a time series
From MaRDI portal
Publication:2499948
DOI10.1007/BF01054341zbMath1102.62340MaRDI QIDQ2499948
Publication date: 23 August 2006
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Self-similar stochastic processes (60G18) Time series analysis of dynamical systems (37M10)
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