Dimension Estimation and Models

DOI10.1142/1986MaRDI QIDQ4867173zbMATH OpenOpenAlexFDO

Authors

Publication date 26 February 1996

Full work available at URL https://doi.org/10.1142/1986

zbMATH Keywords

adaptive regression splinesbilinear time seriesestimation of fractal dimensionlimit theorems of Markov chainsthreshold ARMA processestime series

Mathematics Subject Classification ID

Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(8)

• Estimating the embedding dimension
• Fractal dimensions and two-dimensional slow-fast systems
• Reduced order multirate schemes for coupled differential-algebraic systems
• Multidimensional modeling with unidimensional approximations
• A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates
• Bias and Variance Reduction in Estimation of Model Dimension
• Dimension of Marginals of Kronecker Product Models
• Threshold dynamics, multifractality and universal fluctuations in the SOC forest-fire: facets of an auto-ignition model

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