Re: Time Varying Dimensions of Time Series

From: John Conover <john@email.johncon.com>
Subject: Re: Time Varying Dimensions of Time Series
Date: 8 Jul 1999 06:34:02 -0000


David Lloyd-Jones writes:
>
> Konstantinos Euripides Vorloou <K.E.Vorloou@durham.ac.uk> asks:
> >
> > Is there any literature or ideas on the way (this way could be
> > deterministic or stochastic) dimensions of (chaotic) time
> > series may change within their histories ?
> >
    .
    .
    .
>
> Mandelbrot fired off these cannons, and then went on to other things, and
> has only returned to economics a little bit recently. In a letter to the
> editors of Scientific American dated April or May of this year he gave the
> few revisions he felt like making to his 1963-65 positions. Fama's first
> paper above is a review which neither supports nor opposes Mandelbrot's
> manifesto. The second one calls for more empirical research on Mandelbrot's
> "hypothesis," a word this latter would not have used to characterise his
> dicta.
>

The latest Mandelbrot citation is "A Multifractal Walk Down Wall
Street," Benoit B. Mandelbrot, Scientific American, February 1999,
pp. 70-73.

        John

--

John Conover, john@email.johncon.com, http://www.johncon.com/


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