Estimating measurement noise in a time series by exploiting nonstationarity

DOI10.1016/j.chaos.2004.02.061zbMath1061.37062WikidataQ60145953 ScholiaQ60145953MaRDI QIDQ1766593

Xianqiang Yang

Publication date: 8 March 2005

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2004.02.061

zbMATH Keywords

noise; time series; nonstationarity; EEG signals; chaotic Lorenz attractors; computer-simulated signals; Mackey-Glass equations

Mathematics Subject Classification ID

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

60H40: White noise theory

37N99: Applications of dynamical systems

37D45: Strange attractors, chaotic dynamics of systems with hyperbolic behavior

37M10: Time series analysis of dynamical systems