Discrete Langevin-type equation for p-order persistent time series and procedure of its reconstruction

DOI10.1063/5.0048598MaRDI QIDQ5000844zbMATH OpenOpenAlexFDO

Authors Zbigniew Czechowski

Publication date 15 July 2021

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/5.0048598

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Generation, random and stochastic difference and differential equations (37H10)

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• Threshold models in time series analysis -- 30 years on

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• Reconstruction of the modified discrete Langevin equation from persistent time series

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