Frequency analysis of chaotic intermittency maps with slowly decaying correlations

MaRDI QIDQ5434008zbMATH OpenFDO

Authors R. J. Bhansali, Mark Holland

Publication date 9 January 2008

zbMATH Keywords

fractional differencinglong memorynon-Gaussian time seriesnonlinear time seriesperiodogramsmall frequency asymptoticsspectral density function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

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