RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME.

DOI10.1142/S0129183105007492zbMath1103.91348arXivcond-mat/0412765OpenAlexW2950325250MaRDI QIDQ5704656

Annalisa Fabretti, Marcel Ausloos

Publication date: 15 November 2005

Published in: International Journal of Modern Physics C (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0412765

zbMATH Keywords

nonlinear time series analysisfinancial bubblerecurrence plotrecurrence quantification analysisNASDAQDAXendogenous crash

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82) Classical dynamic and nonequilibrium statistical mechanics (general) (82C05)

Related Items

HOW TO AVOID POTENTIAL PITFALLS IN RECURRENCE PLOT BASED DATA ANALYSIS ⋮ IDENTIFYING SPATIAL PATTERNS AND DYNAMICS OF CLIMATE CHANGE USING RECURRENCE QUANTIFICATION ANALYSIS: A CASE STUDY OF QINGHAI–TIBET PLATEAU ⋮ Recurrence quantification analysis on a Kaldorian business cycle model ⋮ Recurrence and symmetry of time series: application to transition detection

Uses Software

• TISEAN

Cites Work

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