Determining delay times for phase space reconstruction with application to the exchange rate
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Cited by (0)
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Preliminary versions of this work were presented at the Bureau of Labor Statistics and the 1994 Society for Nonlinear Dynamics and Econometrics Meetings in Boston, MA. I would like to thank Dominique Guillaume, Ted Jaditz, two anonymous referees, and the editor, Richard Day, for helpful comments. Craig Hiemstra generously provided the code for the dimension estimates.
Copyright © 1996 Published by Elsevier B.V.