Large Noise Level Estimation

DOI10.1142/S0218127403007965zbMath1078.37521MaRDI QIDQ4669051

Jenny Pange, Tassos C. Bountis, Alexandros Leontitsis

Publication date: 15 April 2005

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

zbMATH Keywords

chaotic time seriesNoise estimation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) White noise theory (60H40) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

Related Items (3)

A linearization based non-iterative approach to measure the Gaussian noise level for chaotic time series ⋮ Error covariance matrix estimation of noisy and dynamically coupled time series ⋮ RED NOISE ESTIMATION

Cites Work

• A two-dimensional mapping with a strange attractor
• Correction of the Correlation Dimension for Noisy Time Series

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