Curved Chaotic Map Time Series Models and Their Stochastic Reversals

DOI10.1111/1467-9469.00110MaRDI QIDQ4231311zbMATH OpenOpenAlexFDO

Authors A. J. Lawrance, N. M. Spencer

Publication date 14 March 1999

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9469.00110

zbMATH Keywords

chaotic curved mapsinvariant distributionsLyapunov exponentsserial dependencetime reversal

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes (62M99) Cryptography (94A60)

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