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most citedState Space Reconstruction Parameters in the Analysis of Chaotic Time Series - the Role of the Time Window Length

319 citations · 1.3k across the 24 of their papers we have counts for

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stat.CO2014

Simulation of Multivariate Non-Gaussian Autoregressive Time Series with Given Autocovariance and Marginals

Dimitris Kugiumtzis, Efthimia Bora-Senta

A semi-analytic method is proposed for the generation of realizations of a multivariate process of a given linear correlation structure and marginal distribution. This is an extens…