scientific article; zbMATH DE number 802767

zbMath0858.62075MaRDI QIDQ4849885

Colleen D. Cutler

Publication date: 23 March 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

correlation dimensionspectral methodsstationary time seriessample correlation integralGrassberger-Procaccia algorithmdeterministic outputsergodic finite-dimensional dynamical systemsfunctionals of finite-dimensional dynamical systemsGaussian power-law coloured noiseGaussian processes with continuous paths

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Inference from stochastic processes and spectral analysis (62M15) Signal detection and filtering (aspects of stochastic processes) (60G35)

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