scientific article; zbMATH DE number 970188

zbMath0866.62054MaRDI QIDQ5688316

Barbara A. Bailey, Stephen P. Ellner, Douglas W. Nychka

Publication date: 11 March 1997

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

noiseconfidence intervalstime seriesdiscrete-time dynamical systemscentral limit theoremmaximum likelihood estimatesstate spacemeaslesnoise amplificationlocal Lyapunov exponentsshort-term predictabilitylarge-sample statistical propertiesneural network time series model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Epidemiology (92D30) Central limit and other weak theorems (60F05) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

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