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

zbMATH Keywords

chaosLyapunov exponentsresampling methodsNonlinear time seriesnonparametric techniques

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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(9)

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• Reconstructing nonlinear structure in regression residuals
• Chaotic time series analysis
• Application of methods based on higher-order statistics for chaotic time series analysis
• Generating replications of chaotic time series
• A SIR forced model with interplays with the external world and periodic internal contact interplays
• Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective
• Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms
• scientific article; zbMATH DE number 2217378 (Why is no real title available?)

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Uses Software

• TISEAN

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