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- W2101614097 abstract "To detect chaos on observational data, we first need to know the embedding dimension. We propose a consistent approach to estimate this dimension using the theoretical work of Bosq and Guegan (1994) and we apply the results to real financial data." @default.
- W2101614097 created "2016-06-24" @default.
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- W2101614097 date "1997-09-01" @default.
- W2101614097 modified "2023-10-07" @default.
- W2101614097 title "Consistent estimation to determine the embedding dimension in financial data; with an application to the dollar/deutschmark exchange rate" @default.
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- W2101614097 doi "https://doi.org/10.1080/135184797337453" @default.
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