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Preprints of the Keldysh Institute of Applied Mathematics, 2011, 053, 20 pp. (Mi ipmp159)  
This article is cited in 7 scientific papers (total in 7 papers)

Indicative statistics for non-stationary time series

Yu. N. Orlova, D. O. Shagovb

a M. V. Keldysh Institute for Applied Mathematics, Russian Academy of Sciences
b Moscow Institute of Physics and Technology (State University)
Full-text PDF (370 kB) Citations (7)
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Abstract: The statistics for chaos measure are constructed in the case of non-stationary time series. For this purpose the self-consistent levels of stationary is introduced for distribution function of distances between empirical distribution functions. The optimal set of data is obtained with the use of statistical good quality factor.
Document Type: Preprint
Language: Russian
Citation: Yu. N. Orlov, D. O. Shagov, “Indicative statistics for non-stationary time series”, Keldysh Institute preprints, 2011, 053, 20 pp.
Citation in format AMSBIB
\Bibitem{OrlSha11}
\by Yu.~N.~Orlov, D.~O.~Shagov
\paper Indicative statistics for non-stationary time series
\jour Keldysh Institute preprints
\yr 2011
\papernumber 053
\totalpages 20
\mathnet{http://mi.mathnet.ru/ipmp159}
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  • https://www.mathnet.ru/eng/ipmp/y2011/p53
    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Препринты Института прикладной математики им. М. В. Келдыша РАН
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