scientific article; zbMATH DE number 846102

MaRDI QIDQ4864599zbMATH OpenFDO

Authors Howell Tong

Publication date 6 May 1996

zbMATH Keywords

predictionnonlinear time seriesattractorsLyapunov exponentskeletoncorrelation dimensionstochastic dynamical systemsembedding dimensionKullback-Leibler informationthreshold principlenoise amplificationlocally linear nonparametric regressioninitial-value sensitivitychaos perspectivepersonal overview

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 970182
• Chaos: A statistical perspective
• scientific article; zbMATH DE number 775063
• Nonlinear Time Series Analysis
• Nonlinear Time Series Analysis

Cited in

(15)

• Necessity and chance: deterministic chaos in ecology and evolution
• Nonlinear time series analysis since 1990: Some personal reflections
• On the non-existence of a Bartlett correction for unit root tests
• scientific article; zbMATH DE number 1453163 (Why is no real title available?)
• Forecasting stock returns: does switching between models help?
• Predictive dimension: an alternative definition to embedding dimension
• scientific article; zbMATH DE number 410126 (Why is no real title available?)
• Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples
• A comparison between neural networks and chaotic models for exchange rate prediction.
• Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model
• A simulation study of artificial neural networks for nonlinear time-series forecasting
• Assessing Chaos in Time Series: Statistical Aspects and Perspectives
• scientific article; zbMATH DE number 775063 (Why is no real title available?)
• Chaos: A statistical perspective
• Examining deterrence of adult sex crimes: a semi-parametric intervention time-series approach

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4864599)