RECONSTRUCTION OF THE DETERMINISTIC DYNAMICS OF STOCHASTIC SYSTEMS

DOI10.1142/S0218127404010436zbMath1084.37524OpenAlexW1980607697MaRDI QIDQ4669145

Malte Siefert, Joachim Peinke

Publication date: 15 April 2005

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

Full work available at URL: https://doi.org/10.1142/s0218127404010436

zbMATH Keywords

stochastic processesnonlinear dynamicsTime series analysisstochastic analysis methods

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

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