Generalized redundancies for time series analysis

DOI10.1016/0167-2789(95)00041-2zbMath1194.37139arXivcomp-gas/9405006OpenAlexW2070174935MaRDI QIDQ5901206

James Theiler, Dean Prichard

Publication date: 13 September 2010

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/comp-gas/9405006

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

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