Time series and dependent variables

DOI10.1016/0167-2789(91)90083-LzbMath0728.62089OpenAlexW1973127032MaRDI QIDQ805119

Matthew Green, Robert Savit

Publication date: 1991

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-2789(91)90083-l

zbMATH Keywords

noisetime seriesconditional probabilitiesHénon mapsdeterministic time seriesbroad-band spectrachaotic seriesinherent deterministic dependencies

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99)

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Cites Work

• Measuring the strangeness of strange attractors
• Autocorrelations of a certain chaos
• A test for independence based on the correlation dimension
• Various approaches to estimating the difficulty of approximate definition and computation of functions
• Unnamed Item

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