Parameter estimation in Manneville-Pomeau processes
DOI10.3934/puqr.2023009zbMath1527.62070arXiv0707.1600OpenAlexW1584010819MaRDI QIDQ6090954
Barbara P. Olbermann, Sílvia R. C. Lopes, Artur Oscar Lopes
Publication date: 21 November 2023
Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0707.1600
estimationspectral density functionManneville-Pomeau mapsautocorrelation decaylong and not so long dependence
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Dynamical aspects of measure-preserving transformations (37A05) Dynamical systems involving maps of the circle (37E10) Dynamical systems and their relations with probability theory and stochastic processes (37A50)
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