Properties of a simple bilinear stochastic model
Estimation and predictability
Metadata only
Datum
2008Typ
- Journal Article
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Physica. D, Nonlinear PhenomenaBand
Seiten / Artikelnummer
Verlag
ElsevierThema
Bilinear; Multiplicative noise; Estimation; Prediction; Nonlinear dependence; Fat-tail distributions; Sensitive dependence on initial conditions; Volterra discrete seriesOrganisationseinheit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
Anmerkungen
Received 23 March 2007, Revised 1 August 2007, Accepted 6 August 2007, Available online 25 September 2007.