FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2212791607> ?p ?o ?g. }

• W2212791607 abstract "Is it possible to study jointly long-term memory processes and chaotic processes? In a first sight, this interrogation can appear somewhat surprising because of the properties showed by the two kinds of processes. Effectively, a long-term memory process, like an Arfima process, is a stochastic one, while a chaotic process is by definition a deterministic one. However, this question finds its origins in recent works of Peters (1991, 1994) setting number of relations between the two processes. On the one hand, Peters showed that long-term memory and chaos concepts can be linked by the mean of the fractal dimension: “ Fractal time series are characterized as long memory processes. They possess cycles and trends, and are the result of a nonlinear dynamic system, or deterministic chaos ”(Peters, 1991, p. 119). In this way, a long-term memory process would be a process whose attractor has a fractal dimension. We can thus think that the link between fractal dimension and chaos might be set by the mean of the concept of strange attractor. However, we will show that this relation is useless in order to detect the presence of chaotic dynamics. On the other hand, according to Peters, long-term memory can be equivalently detected by R/S analysis and Lyapunov exponents since there exist nonperiodic cycles for the two processes: “ The long memory effect in equity prices has now been confirmed by two separate types of nonlinear analysis. R/S analysis on monthly S& P 500 stock returns found a biased random walk with a memory length about four years. The Lyapunov exponent for monthly inflation-detrended S& P 500 prices found a 42-month cycle ”(Peters, 1991, p. 180)." @default.
• W2212791607 created "2016-06-24" @default.
• W2212791607 creator A5065482361 @default.
• W2212791607 creator A5069363596 @default.
• W2212791607 creator A5070208706 @default.
• W2212791607 date "1998-01-01" @default.
• W2212791607 modified "2023-09-23" @default.
• W2212791607 title "Long-Term Memory and Chaos: a Note" @default.
• W2212791607 cites W1552362148 @default.
• W2212791607 cites W1963528266 @default.
• W2212791607 cites W1973694910 @default.
• W2212791607 cites W1998727969 @default.
• W2212791607 cites W2031753087 @default.
• W2212791607 cites W2036608004 @default.
• W2212791607 cites W2051347137 @default.
• W2212791607 cites W2054034433 @default.
• W2212791607 cites W2054674045 @default.
• W2212791607 cites W2055781590 @default.
• W2212791607 cites W2077655468 @default.
• W2212791607 cites W2144328044 @default.
• W2212791607 cites W4234284487 @default.
• W2212791607 cites W4242671632 @default.
• W2212791607 cites W4256040593 @default.
• W2212791607 cites W4292963524 @default.
• W2212791607 doi "https://doi.org/10.1007/978-3-642-58901-0_10" @default.
• W2212791607 hasPublicationYear "1998" @default.
• W2212791607 type Work @default.
• W2212791607 sameAs 2212791607 @default.
• W2212791607 citedByCount "0" @default.
• W2212791607 crossrefType "book-chapter" @default.
• W2212791607 hasAuthorship W2212791607A5065482361 @default.
• W2212791607 hasAuthorship W2212791607A5069363596 @default.
• W2212791607 hasAuthorship W2212791607A5070208706 @default.
• W2212791607 hasConcept C105795698 @default.
• W2212791607 hasConcept C110601934 @default.
• W2212791607 hasConcept C121332964 @default.
• W2212791607 hasConcept C121864883 @default.
• W2212791607 hasConcept C1297061 @default.
• W2212791607 hasConcept C134306372 @default.
• W2212791607 hasConcept C144237770 @default.
• W2212791607 hasConcept C149782125 @default.
• W2212791607 hasConcept C154945302 @default.
• W2212791607 hasConcept C164380108 @default.
• W2212791607 hasConcept C191544260 @default.
• W2212791607 hasConcept C26546657 @default.
• W2212791607 hasConcept C2777052490 @default.
• W2212791607 hasConcept C2986394398 @default.
• W2212791607 hasConcept C33923547 @default.
• W2212791607 hasConcept C40636538 @default.
• W2212791607 hasConcept C41008148 @default.
• W2212791607 hasConcept C61797465 @default.
• W2212791607 hasConcept C62520636 @default.
• W2212791607 hasConcept C8272713 @default.
• W2212791607 hasConcept C91602232 @default.
• W2212791607 hasConceptScore W2212791607C105795698 @default.
• W2212791607 hasConceptScore W2212791607C110601934 @default.
• W2212791607 hasConceptScore W2212791607C121332964 @default.
• W2212791607 hasConceptScore W2212791607C121864883 @default.
• W2212791607 hasConceptScore W2212791607C1297061 @default.
• W2212791607 hasConceptScore W2212791607C134306372 @default.
• W2212791607 hasConceptScore W2212791607C144237770 @default.
• W2212791607 hasConceptScore W2212791607C149782125 @default.
• W2212791607 hasConceptScore W2212791607C154945302 @default.
• W2212791607 hasConceptScore W2212791607C164380108 @default.
• W2212791607 hasConceptScore W2212791607C191544260 @default.
• W2212791607 hasConceptScore W2212791607C26546657 @default.
• W2212791607 hasConceptScore W2212791607C2777052490 @default.
• W2212791607 hasConceptScore W2212791607C2986394398 @default.
• W2212791607 hasConceptScore W2212791607C33923547 @default.
• W2212791607 hasConceptScore W2212791607C40636538 @default.
• W2212791607 hasConceptScore W2212791607C41008148 @default.
• W2212791607 hasConceptScore W2212791607C61797465 @default.
• W2212791607 hasConceptScore W2212791607C62520636 @default.
• W2212791607 hasConceptScore W2212791607C8272713 @default.
• W2212791607 hasConceptScore W2212791607C91602232 @default.
• W2212791607 hasLocation W22127916071 @default.
• W2212791607 hasOpenAccess W2212791607 @default.
• W2212791607 hasPrimaryLocation W22127916071 @default.
• W2212791607 hasRelatedWork W101391802 @default.
• W2212791607 hasRelatedWork W1583456478 @default.
• W2212791607 hasRelatedWork W1610449418 @default.
• W2212791607 hasRelatedWork W1870101266 @default.
• W2212791607 hasRelatedWork W1966367971 @default.
• W2212791607 hasRelatedWork W1997584208 @default.
• W2212791607 hasRelatedWork W2011132695 @default.
• W2212791607 hasRelatedWork W2095540329 @default.
• W2212791607 hasRelatedWork W2159188196 @default.
• W2212791607 hasRelatedWork W2211294099 @default.
• W2212791607 hasRelatedWork W2216984758 @default.
• W2212791607 hasRelatedWork W2277314883 @default.
• W2212791607 hasRelatedWork W2348364593 @default.
• W2212791607 hasRelatedWork W2353410451 @default.
• W2212791607 hasRelatedWork W2493446674 @default.
• W2212791607 hasRelatedWork W2914536443 @default.
• W2212791607 hasRelatedWork W37843589 @default.
• W2212791607 hasRelatedWork W49088808 @default.
• W2212791607 hasRelatedWork W641459304 @default.
• W2212791607 hasRelatedWork W3142248800 @default.
• W2212791607 isParatext "false" @default.
• W2212791607 isRetracted "false" @default.

• next