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Dynamical Analysis of Time Series by Statistical Tests

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Publication:4213822
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DOI10.1142/S0218127497001795zbMath0903.62071MaRDI QIDQ4213822

Christian Schittenkopf, Bernd Schürmann, Gustavo Deco

Publication date: 11 January 1999

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)


zbMATH Keywords

time seriesstationarityFourier spacepredictabilitydependences


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of dynamical systems (37N99) Markov processes: hypothesis testing (62M02)




Cites Work

  • A two-dimensional mapping with a strange attractor
  • Finite sample effects in sequence analysis
  • An equation for continuous chaos
  • Measuring statistical dependences in a time series
  • Information and entropy in strange attractors
  • Remarks on Some Nonparametric Estimates of a Density Function
  • Independent coordinates for strange attractors from mutual information
  • Fuzzy identification of systems and its applications to modeling and control
  • Information Flow in Chaotic Symbolic Dynamics for Finite and Infinitesimal Resolution
  • RETRIEVING DYNAMICAL INVARIANTS FROM CHAOTIC DATA USING NARMAX MODELS
  • Ergodic theory of chaos and strange attractors
  • Deterministic Nonperiodic Flow
  • On Estimation of a Probability Density Function and Mode
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