scientific article; zbMATH DE number 2217378

MaRDI QIDQ5699274zbMATH OpenFDO

Authors Simone Giannerini, Rodolfo Rosa

Publication date 20 October 2005

Mathematics Subject Classification ID

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

Recommendations

• New resampling method to assess the accuracy of the maximal Lyapunov exponent estimation
• Assessing Chaos in Time Series: Statistical Aspects and Perspectives
• Generating replications of chaotic time series
• Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression
• The bootstrap and Lyapunov exponents in deterministic chaos

Cited in

(9)

• Generating replications of chaotic time series
• scientific article; zbMATH DE number 5947644 (Why is no real title available?)
• Assessing Chaos in Time Series: Statistical Aspects and Perspectives
• Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression
• scientific article; zbMATH DE number 775063 (Why is no real title available?)
• TESTING CHAOTIC DYNAMICS IN SYSTEMS WITH TWO POSITIVE LYAPUNOV EXPONENTS: A BOOTSTRAP SOLUTION
• Chaos: A statistical perspective
• New resampling method to assess the accuracy of the maximal Lyapunov exponent estimation
• Chaos and statistical methods. Proceedings of the Sixth Kyoto Summer Institute, Kyoto, Japan, September 12-15, 1983

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 Q5699274)