Assessing Chaos in Time Series: Statistical Aspects and Perspectives

Abstract Chaos theory offers to time series analysis new perspectives as well as concepts and ideas that have a through contribution to statistics. On the other hand, statistical methodology has shown to play a crucial role for the comprehension of nonlinear and chaotic phenomena. One peculiar featu...

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Veröffentlicht in:	Studies in Nonlinear Dynamics & Econometrics 2004-06, Vol.8 (2), p.11
Hauptverfasser:	Giannerini, Simone, Rosa, Rodolfo
Format:	Artikel
Sprache:	eng
Schlagworte:	Chaos theory Data analysis Econometric models Mathematical methods Statistical analysis Stochastic processes Time series
Online-Zugang:	Volltext
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