The following pages link to (Q4298906):
Displaying 13 items.
- Estimating the Lyapunov exponent from chaotic time series with dynamic noise (Q713796) (← links)
- A note on the invertibility of nonlinear ARMA models (Q993810) (← links)
- Control of stochastic chaos using sliding mode method (Q1004007) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473) (← links)
- Statistical analysis of Lyapunov exponents from time series: a Jacobian approach. (Q1596743) (← links)
- Stability of nonlinear AR(1) time series with delay (Q1613619) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models (Q1971378) (← links)
- Chaotic signals inside some tick-by-tick financial time series (Q2120710) (← links)
- Identification of an additive nonlinear system and its applications in generalized Hammerstein models (Q2440613) (← links)
- EMU and the stability and volatility of foreign exchange: some empirical evidence (Q2483610) (← links)
- Host–virus evolutionary dynamics with specialist and generalist infection strategies: Bifurcations, bistability, and chaos (Q3303872) (← links)
