Finite correlation dimension for stochastic systems with power-law spectra
From MaRDI portal
Publication:1119263
DOI10.1016/0167-2789(89)90075-4zbMath0671.60030MaRDI QIDQ1119263
Alfred R. Osborne, Antonello Provenzale
Publication date: 1989
Published in: Physica D (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-2789(89)90075-4
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
58D30: Applications of manifolds of mappings to the sciences
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