IDEAS home Printed from https://ideas.repec.org/h/spr/sprchp/978-1-4612-2414-3_25.html
   My bibliography  Save this book chapter

Nonlinear Time Series — Bifurcation, Chaos, and Stationarity

In: Modelling and Prediction Honoring Seymour Geisser

Author

Listed:
  • Wolfgang Kliemann

    (Iowa State University, Department of Mathematics)

Abstract

The qualitative behavior of time series (like stationarity and ergodicity) is often assumed to be known for time series analysis (like estimation and prediction). For nonlinear time series, the qualitative behavior is often difficult to study. Using associated control systems, we describe a method to determine the system behavior that is successful for series with bounded random term. In the process, we also analyze the relation between deterministic dynamical systems and their random counterparts. This includes bifurcation behavior depending on the parameters of the system, and random perturbations of chaotic attractors.

Suggested Citation

  • Wolfgang Kliemann, 1996. "Nonlinear Time Series — Bifurcation, Chaos, and Stationarity," Springer Books, in: Jack C. Lee & Wesley O. Johnson & Arnold Zellner (ed.), Modelling and Prediction Honoring Seymour Geisser, pages 389-401, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4612-2414-3_25
    DOI: 10.1007/978-1-4612-2414-3_25
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a
    for a similarly titled item that would be available.

    More about this item

    Keywords

    ;
    ;
    ;
    ;
    ;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sprchp:978-1-4612-2414-3_25. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.