Noise Estimation by Use of Neighboring Distances in Takens Space and its Applications to Stock Market Data

Krzysztof Urbanowicz, Janusz A. Holyst. Noise Estimation by Use of Neighboring Distances in Takens Space and its Applications to Stock Market Data. I. J. Bifurcation and Chaos, 16(6):1865-1869, 2006. [doi]

Abstract

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