The analysis of correlation integrals in terms of extremal value theory

DOI10.1007/BF01237649zbMath0956.62087MaRDI QIDQ4224737

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Publication date: 11 March 2001

Published in: [https://portal.mardi4nfdi.de/entity/Q2710393 Boletim da Sociedade Brasileira de Matem�tica] (Search for Journal in Brave)

zbMATH Keywords

time seriesdeterministic chaosextremal indexcorrelation integrals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Extreme value theory; extremal stochastic processes (60G70) Statistical aspects of information-theoretic topics (62B10)

Cites Work

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• A CENTRAL LIMIT THEOREM AND A STRONG MIXING CONDITION
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