Assessing Chaos in Time Series: Statistical Aspects and Perspectives

DOI10.2202/1558-3708.1215zbMATH Open1081.91587OpenAlexW2047168209MaRDI QIDQ3368342FDOQ3368342

Authors: Simone Giannerini, Rodolfo Rosa 

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1215

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zbMATH Keywords

chaosLyapunov exponentsresampling methodsNonlinear time seriesnonparametric techniques

Mathematics Subject Classification ID

Economic time series analysis (91B84)

Cited In (9)

• A SIR forced model with interplays with the external world and periodic internal contact interplays
• Reconstructing nonlinear structure in regression residuals
• Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective
• Generating replications of chaotic time series
• Chaotic time series analysis
• Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms
• Title not available (Why is that?)
• New resampling method to assess the accuracy of the maximal Lyapunov exponent estimation
• Application of methods based on higher-order statistics for chaotic time series analysis

Uses Software

• TISEAN

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