A theory of correlation dimension for stationary time series (Q5687574)

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scientific article; zbMATH DE number 958104
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A theory of correlation dimension for stationary time series
scientific article; zbMATH DE number 958104

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    A theory of correlation dimension for stationary time series (English)
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    9 April 1997
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    correlation dimension
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    stationary time series
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    deterministic outputs
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    Gaussian processes
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    continuous paths
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    spectral methods
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    sample correlation integral
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    Gaussian power-law coloured noise
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    non-ergodicity
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