Décomposition des processus aléatoires, une comparaison entre les méthodes factorielles et l'analyse spectrale
Degenerate limit laws for the maxima of trigonometric polynomials with random coefficients
Determination of phase-space reconstruction parameters of chaotic time series
A new method called C-C-1 method is suggested, which can improve some drawbacks of the original C-C method. Based on the theory of period N, a new quantity S(t) for estimating the delay time window of a chaotic time series is given via direct computing a time-series quantity S(m,N,r,t), from which the delay time window can be found. The optimal delay time window is taken as the first period of the chaotic time series with a local minimum of S(t). Only the first local minimum of the average of a...
Disaggregation of long memory processes on class.