scientific article; zbMATH DE number 4211326

MaRDI QIDQ3358096zbMATH OpenFDO

Authors William A. Brock, W. Davis Dechert

Publication date 1988

zbMATH Keywords

chaotic dynamical systemscorrelation dimensiondimension of a time serieslargest Lyapunov exponent

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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