Showing 1 - 10 of 36
test German labor market data for the null hypothesis of an i.i.d. process with the BDS test. As several processes … core to German labor market dynamics. Chaos does not occur.  … Arbeitsmarkt mit Hilfe des BDS Tests auf Nichtlinearitäten untersucht. Da der Nachweis deterministischer Nichtlinearitäten über den …
Persistent link: https://www.econbiz.de/10014608718
Persistent link: https://www.econbiz.de/10011415947
structural changes in a signal related to chaos. …
Persistent link: https://www.econbiz.de/10012648038
When a system becomes unstable or noise becomes excessive, often regulations of the form of limiters (barriers obstructing excursion into undesired areas of the phase space) are imposed. It is hoped that by the influence of this element, the system can be calmed and its behaviour can be...
Persistent link: https://www.econbiz.de/10012648045
deterministic chaos. …
Persistent link: https://www.econbiz.de/10012648046
Orlando and Zimatore (Chaos, Solitons Fractals 110:82–94, 2018). Thus, after having devised a suitable model for business …
Persistent link: https://www.econbiz.de/10012648047
Persistent link: https://www.econbiz.de/10011894667
address two specific questions: "Masked by stochasticity, do financial data exhibit deterministic nonlinearity?", and "If so … fixings, and the USD-JPY exchange rate. For each data set we apply surrogate data methods and nonlinearity tests to quantify … linear noise or conditional heteroskedastic models and that there therefore exists detectable deterministic nonlinearity that …
Persistent link: https://www.econbiz.de/10005246284
Persistent link: https://www.econbiz.de/10012173910
Persistent link: https://www.econbiz.de/10014253448