Noise in unspecified, nonlinear time series
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Publication:1362498
DOI10.1016/S0304-4076(96)00010-3zbMATH Open0900.62650MaRDI QIDQ1362498FDOQ1362498
Authors: George Szpiro 
Publication date: 12 August 1997
Published in: Journal of Econometrics (Search for Journal in Brave)
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Cites Work
- The self-intersections of a smooth \(n\)-manifold in \(2n\)-space
- Nonlinear Dynamic Structures
- Distinguishing random and deterministic systems: Abridged version
- Fundamental limitations for estimating dimensions and Lyapunov exponents in dynamical systems
- Title not available (Why is that?)
- Noise in autoregressive time-series
- Measuring dynamical noise in dynamical systems
Cited In (8)
- RED NOISE ESTIMATION
- Estimating measurement noise in a time series by exploiting nonstationarity
- Title not available (Why is that?)
- Influence of noise on the averaged false neighbors method for analyzing time series
- NOISE ESTIMATION BY USE OF NEIGHBORING DISTANCES IN TAKENS SPACE AND ITS APPLICATIONS TO STOCK MARKET DATA
- Singular spectrum analysis based on the perturbation theory
- A linearization based non-iterative approach to measure the Gaussian noise level for chaotic time series
- Detecting noise in a time series
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