Correction of the Correlation Dimension for Noisy Time Series
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Publication:4393552
DOI10.1142/S0218127497001023zbMath1091.62526OpenAlexW2047615346MaRDI QIDQ4393552
Publication date: 1997
Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0218127497001023
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)
Related Items (5)
Automatic estimation of attractor invariants ⋮ Error covariance matrix estimation of noisy and dynamically coupled time series ⋮ Enhanced box and prism assisted algorithms for computing the correlation dimension ⋮ Large Noise Level Estimation ⋮ EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES
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