Statistical dimension estimation in singular spectrum analysis

DOI10.1007/BF02589172zbMath1446.37069OpenAlexW2076378020MaRDI QIDQ3598357

Francesco Lisi

Publication date: 3 February 2009

Published in: Journal of the Italian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02589172

zbMATH Keywords

filteringsingular spectrum analysischaotic models

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

Cites Work

• Extracting qualitative dynamics from experimental data
• Embedology
• Adaptive Principal Surfaces
• On noise reduction methods for chaotic data

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