A Monte Carlo method for estimating the correlation exponent
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Publication:2499994
DOI10.1007/BF02183688zbMATH Open1102.82319OpenAlexW2022482625MaRDI QIDQ2499994FDOQ2499994
Authors: T. Mikosch, Qiang Wang 
Publication date: 23 August 2006
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02183688
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Cited In (4)
- Computer-Assisted Verification Method for Invariant Densities and Rates of Decay of Correlations
- DYNAMICAL CORRELATIONS ON RECONSTRUCTED INVARIANT DENSITIES AND THEIR EFFECT ON CORRELATION DIMENSION ESTIMATION
- Chaos theory in geophysics: past, present and future
- Correlation length of time series in statistical simulations
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