scientific article; zbMATH DE number 597895
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Publication:4298906
zbMATH Open0825.93713MaRDI QIDQ4298906FDOQ4298906
Authors: Kung-Sik Chan, Howell Tong 
Publication date: 29 June 1994
Title of this publication is not available (Why is that?)
Cited In (13)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
- Modeling maxima with autoregressive conditional Fréchet model
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
- A note on the invertibility of nonlinear ARMA models
- Stability of nonlinear AR(1) time series with delay
- Control of stochastic chaos using sliding mode method
- Statistical analysis of Lyapunov exponents from time series: a Jacobian approach.
- On probabilistic properties of nonlinear \(\text{ARMA}(p,q)\) models
- Chaotic signals inside some tick-by-tick financial time series
- Identification of an additive nonlinear system and its applications in generalized Hammerstein models
- EMU and the stability and volatility of foreign exchange: some empirical evidence
- Estimating the Lyapunov exponent from chaotic time series with dynamic noise
- Host-virus evolutionary dynamics with specialist and generalist infection strategies: bifurcations, bistability, and chaos
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