Publication:4864599
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zbMath0836.62059MaRDI QIDQ4864599
Publication date: 6 May 1996
prediction; attractors; Kullback-Leibler information; nonlinear time series; Lyapunov exponent; correlation dimension; skeleton; stochastic dynamical systems; embedding dimension; threshold principle; noise amplification; locally linear nonparametric regression; initial-value sensitivity; chaos perspective; personal overview
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
37D45: Strange attractors, chaotic dynamics of systems with hyperbolic behavior
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