Dynamical systems identification from time-series data: A Hankel matrix approach

DOI10.1016/0895-7177(96)00095-7MaRDI QIDQ1816618zbMATH OpenOpenAlexFDO

Authors D. Lai, Guanrong Chen

Publication date 12 January 1997

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0895-7177(96)00095-7

Mathematics Subject Classification ID

Identification in stochastic control theory (93E12)

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• A TEST FOR LINEARITY OF STATIONARY TIME SERIES
• A Tukey nonadditivity-type test for time series nonlinearity
• A portmanteau test for self-exciting threshold autoregressive-type nonlinearity in time series
• A test for independence based on the correlation dimension
• An Introduction to Polyspectra
• Asymptotic Normality of Bispectral Estimates
• Eigenvalues and Condition Numbers of Random Matrices
• Embedology
• Nonlinear AR modeling
• Nonlinear model validation using correlation tests
• On the Distribution of a Scaled Condition Number
• Some Limit Theorems for Stationary Processes
• TESTING FOR GAUSSIANITY AND LINEARITY OF A STATIONARY TIME SERIES
• Testing for neglected nonlinearity in time series models. A comparison of neural network methods and alternative tests
• Time series and dependent variables

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