Asymptotic scaling laws for precision of parameter estimates in dynamical systems
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Publication:1866665
DOI10.1016/S0375-9601(03)00349-9zbMath1020.37052OpenAlexW2012929280MaRDI QIDQ1866665
Publication date: 9 April 2003
Published in: Physics Letters. A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0375-9601(03)00349-9
Qualitative investigation and simulation of ordinary differential equation models (34C60) Approximation methods and numerical treatment of dynamical systems (37M99) Numerical problems in dynamical systems (65P99)
Related Items (5)
Exogenous and endogenous price jumps belong to different dynamical classes ⋮ Modeling global vector fields of chaotic systems from noisy time series with the aid of structure-selection techniques ⋮ Estimation of parameters in one-dimensional maps from noisy chaotic time series ⋮ Identification of chaotic systems with hidden variables (modified Bock's algorithm) ⋮ Spatiotemporal system reconstruction using Fourier spectral operators and structure selection techniques
Uses Software
Cites Work
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
- Threshold models in non-linear time series analysis
- Parametric, nonparametric and parametric modelling of a chaotic circuit time series
- Parameter estimation in nonlinear delayed feedback systems from noisy data
- Indistinguishable states. I: Pefect model scenario.
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