Discrete Langevin-type equation for p-order persistent time series and procedure of its reconstruction

DOI10.1063/5.0048598zbMath1465.37091OpenAlexW3172846540MaRDI QIDQ5000844

Zbigniew Czechowski

Publication date: 15 July 2021

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/5.0048598

Mathematics Subject Classification ID

Generation, random and stochastic difference and differential equations (37H10) Time series analysis of dynamical systems (37M10)

Uses Software

• TSA

Cites Work

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