scientific article; zbMATH DE number 2059722

MaRDI QIDQ4458000zbMATH OpenFDO

Authors Lina Teng, Zhaoneng Chen, Dechun Tong

Publication date 17 March 2004

zbMATH Keywords

correlation dimensionembedding dimensionsingular-value decompositionstate space reconstruction

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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(10)

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