A theory of correlation dimension for stationary time series

DOI10.1098/rsta.1994.0095zbMath0859.62078OpenAlexW2028189259MaRDI QIDQ5687574

Colleen D. Cutler

Publication date: 9 April 1997

Published in: Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rsta.1994.0095

zbMATH Keywords

Gaussian processescorrelation dimensionspectral methodsstationary time seriesnon-ergodicitycontinuous pathssample correlation integraldeterministic outputsGaussian power-law coloured noise

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

Related Items (6)

Fractal dimension of birds population sizes time series ⋮ Dimension spectra for multbfractal measures with connections to nonparametric density estimation^∗ ⋮ DYNAMICAL CORRELATIONS ON RECONSTRUCTED INVARIANT DENSITIES AND THEIR EFFECT ON CORRELATION DIMENSION ESTIMATION ⋮ Ergodic theorems arising in correlation dimension estimation. ⋮ Extinction risk and the \(1/f\) family of noise models ⋮ Nonlinear analysis of network traffic

This page was built for publication: A theory of correlation dimension for stationary time series