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Parametric Estimation and Spectral Analysis of Chaotic Time Series
| Content Provider | Semantic Scholar |
|---|---|
| Author | Lopes, Artur O. |
| Copyright Year | 2002 |
| Abstract | We present an estimation procedure and analyze spectral properties of chaotic stochastic processes as Zt = Xt + ξt = φ(T (ψ)) + ξt, for t ∈ Z, where T is a deterministic map, φ is a given function and ξt is the noise process. The examples considered in this paper generalize the classical harmonic model Zt = A cos(ω0 t+ ψ) + ξt, for t ∈ Z. We also consider large deviation properties of the estimated parameters. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://mat.ufrgs.br/~slopes/artigos/AS1.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |