Generating replications of chaotic time series

DOI10.1023/A:1009575430288MaRDI QIDQ3061342zbMATH OpenFDO

Authors Simone Giannerini, Rodolfo Rosa

Publication date 15 December 2010

Published in Nonlinear Dynamics, Psychology, and Life Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1009575430288

zbMATH Keywords

bootstrapinvariants estimationresampling methods

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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