Long memory behavior for simulated chaotic time series

IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences

Volumn E84-A, Issue 9, 2001, Pages 2145-2154

  Guegan D ^a  

^a UNIVERSITÉ PARIS SACLAY   (France)

Author keywords

Chaos; Deterministic systems; Invariant measure; Long memory behaviour; Predictions; Stochastic systems

Indexed keywords

BROWNIAN MOVEMENT; CHAOS THEORY; FRACTALS; MATHEMATICAL MODELS; TIME SERIES ANALYSIS; WHITE NOISE;

FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING AVERAGE (FARIMA);

RANDOM PROCESSES;

EID: 0035445896     PISSN: 09168508     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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