Finite correlation dimension for stochastic systems with power-law spectra

DOI10.1016/0167-2789(89)90075-4zbMath0671.60030MaRDI QIDQ1119263

Antonello Provenzale, Alfred R. Osborne

Publication date: 1989

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-2789(89)90075-4

zbMATH Keywords

non-Gaussian behavior; finite correlation; power-law spectra

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

60G10: Stationary stochastic processes

58D30: Applications of manifolds of mappings to the sciences

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