Curved Chaotic Map Time Series Models and Their Stochastic Reversals

DOI10.1111/1467-9469.00110zbMath0909.62083OpenAlexW1979619165MaRDI QIDQ4231311

Anthony J. Lawrance, N. M. Spencer

Publication date: 14 March 1999

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00110

zbMATH Keywords

Lyapunov exponentstime reversalserial dependenceinvariant distributionschaotic curved maps

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Cryptography (94A60) Inference from stochastic processes (62M99)

Related Items (7)

Nonlinear Dynamics of Trajectories Generated by Fully-Stretching Piecewise Linear Maps ⋮ STATISTICAL DEPENDENCY IN CHAOS ⋮ SENSITIVE PARAMETER DEPENDENCE OF AUTOCORRELATION FUNCTION IN PIECEWISE LINEAR MAPS ⋮ Jacobian elliptic Chebyshev rational maps ⋮ The correlation dimension of returns with stochastic volatility ⋮ Surrogate Data — A Qualitative and Quantitative Analysis ⋮ Extreme values of particular non-linear processes

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