A method of estimating the noise level in a chaotic time series

DOI10.1063/1.2903757zbMath1307.37035OpenAlexW2154271175WikidataQ51873664 ScholiaQ51873664MaRDI QIDQ5179185

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Publication date: 19 March 2015

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

Full work available at URL: http://hdl.handle.net/10722/57239

Mathematics Subject Classification ID

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

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