THE STATISTICAL ANALYSIS OF PERTURBED LIMIT CYCLE PROCESSES USING NONLINEAR TIME SERIES MODELS

T. Ozaki

Journal of Time Series Analysis, 1982, vol. 3, issue 1, 29-41

Abstract: Abstract. Statistical analysis of perturbed limit cycle process is discussed. Limit cycles of van der Pol equation type are considered and statistical time series models for the perturbed limit cycle processes are presented. It is shown that the model shares some interesting qualitative properties although the presented models are different, in appearance, from the van der Pol equation. Applications of the model to the statistical analysis of Canadian Lynx data are also discussed with numerical results.

Date: 1982
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