Publication:3511029

zbMath1156.37001MaRDI QIDQ3511029

Jianbo Gao, Jing Hu, Yinhe Cao, Wen-wen Tung

Publication date: 4 July 2008

zbMATH Keywords

chaos; time series; fractional Brownian motion; bifurcation; self-similarity; long memory; stable law; multiscale analysis; Lyapunov exponent; heavy tail; power law; Hurst parameter; fractal; Lévy flights; multi-fractals; scale-dependent Lyapunov exponent

Mathematics Subject Classification ID

37L30: Attractors and their dimensions, Lyapunov exponents for infinite-dimensional dissipative dynamical systems

37N25: Dynamical systems in biology

60G35: Signal detection and filtering (aspects of stochastic processes)

65T60: Numerical methods for wavelets

65T50: Numerical methods for discrete and fast Fourier transforms

60G18: Self-similar stochastic processes

37M10: Time series analysis of dynamical systems

37N40: Dynamical systems in optimization and economics

37-02: Research exposition (monographs, survey articles) pertaining to dynamical systems and ergodic theory

60-02: Research exposition (monographs, survey articles) pertaining to probability theory

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Uses Software

• Matlab