Publication:3511029
zbMath1156.37001MaRDI QIDQ3511029
Jing Hu, Jianbo Gao, Yinhe Cao, Wen-wen Tung
Publication date: 4 July 2008
chaos; time series; fractional Brownian motion; bifurcation; self-similarity; long memory; stable law; multiscale analysis; Lyapunov exponent; heavy tail; power law; Hurst parameter; fractal; Lévy flights; multi-fractals; scale-dependent Lyapunov exponent
37L30: Attractors and their dimensions, Lyapunov exponents for infinite-dimensional dissipative dynamical systems
37N25: Dynamical systems in biology
60G35: Signal detection and filtering (aspects of stochastic processes)
65T60: Numerical methods for wavelets
65T50: Numerical methods for discrete and fast Fourier transforms
60G18: Self-similar stochastic processes
37M10: Time series analysis of dynamical systems
37N40: Dynamical systems in optimization and economics
37-02: Research exposition (monographs, survey articles) pertaining to dynamical systems and ergodic theory
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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