A theory of correlation dimension for stationary time series
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Publication:5687574
DOI10.1098/rsta.1994.0095zbMath0859.62078MaRDI QIDQ5687574
Publication date: 9 April 1997
Published in: Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rsta.1994.0095
Gaussian processes; correlation dimension; spectral methods; stationary time series; non-ergodicity; continuous paths; sample correlation integral; deterministic outputs; Gaussian power-law coloured noise
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
60G10: Stationary stochastic processes
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