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Information quantity evaluation of nonlinear time series processes and applications

  • Published:2023-03 Issue: Volume:445 Page:133620
  • ISSN:0167-2789
  • Container-title:Physica D: Nonlinear Phenomena
  • language:en
  • Short-container-title:Physica D: Nonlinear Phenomena

Author:

Contreras-Reyes Javier E.ORCID

Funder

FONDECYT

Fondo Nacional de Desarrollo Científico y Tecnológico

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistical and Nonlinear Physics

Reference37 articles.

1. On a Threshold Model in Pattern Recognition and Signal Processing;Tong,1978

2. Non-linear time series: a dynamical system approach;Tong,1990

3. Nonlinear time-series analysis of stock volatilities;Cao;J. Appl. Econom.,1992

4. Filtering nonlinear spatio-temporal chaos with autoregressive linear Stochastic models;Kang;Physica D,2012

5. Threshold Detection in Autoregressive Non-Linear Models;Järås,2010

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3. Fisher information and its extensions based on infinite mixture density functions;Physica A: Statistical Mechanics and its Applications;2023-08

4. Information quantity evaluation of multivariate SETAR processes of order one and applications;Statistical Papers;2023-06-15

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