scientific article; zbMATH DE number 846102

MaRDI QIDQ4864599zbMATH OpenFDO

Authors Howell Tong

Publication date 6 May 1996

zbMATH Keywords

attractorschaos perspectivecorrelation dimensionembedding dimensioninitial-value sensitivityKullback-Leibler informationlocally linear nonparametric regressionLyapunov exponentnoise amplificationnonlinear time seriespersonal overviewpredictionskeletonstochastic dynamical systemsthreshold principle

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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