scientific article; zbMATH DE number 646833
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Publication:4307753
\(m\)-step-ahead predictionabsolutely regularchaosconditional varianceconsistent estimatordivergencelocally linear regression methodLyapunov exponentLyapunov-like indicesmean- squared errornoise amplificationnonlinear predictionnonlinear time seriesnonparametric regressionstochastic chaotic systemsstochastic dynamical system
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