Estimating the embedding dimension and delay time of chaotic time series by an autoregressive model

zbMATH Open1271.62212MaRDI QIDQ2844121FDOQ2844121

Authors: Koji Yonemoto, Takashi Yanagawa 

Publication date: 28 August 2013

Published in: Bulletin of Informatics and Cybernetics (Search for Journal in Brave)

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Mathematics Subject Classification ID

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

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