Prediction of long-memory time series: a tutorial review

RJ Bhansali, PS Kokoszka - … with long-range correlations: Theory and …, 2003 - Springer
Two different approaches, called Type-I and Type-II, to linear least-squares prediction of a
long-memory time series are distinguished. In the former, no new theory is required and a …

Exact calculation of bit error rates in communication systems with chaotic modulation

AJ Lawrance, G Ohama - IEEE Transactions on Circuits and …, 2003 - ieeexplore.ieee.org
The paper explores the calculation of exact bit error rates (BERs) for some single-user
chaotic-shift-keying (CSK) communications systems, in contrast to approximate Gaussian …

Intermittency, long-memory and financial returns

R Bhansali, MP Holland, PS Kokoszka - Long Memory in Economics, 2007 - Springer
There is now a vast literature supporting the empirical stylized fact that the volatility of
financial returns, as measured either by the absolute values or the squares of the returns …

Chaos communication performance: theory and computation

G Kaddoum, AJ Lawrance, P Chargé… - Circuits, Systems, and …, 2011 - Springer
In this paper new and existing approaches are developed to compute the bit-error rate for
chaos-based communication systems. The multi-user coherent antipodal chaos shift keying …

Binary time series generated by chaotic logistic maps

AJ Lawrance, RC WOLFF - Stochastics and Dynamics, 2003 - World Scientific
This paper examines stochastic pairwise dependence structures in binary time series
obtained from discretised versions of standard chaotic logistic maps. It is motivated by …

[PS][PS] Chaotic maps with slowly decaying correlations and intermittency

RJ Bhansali, MP Holland… - Fields Institute …, 2004 - stat.colostate.edu
Established stochastic models for the class of discrete-time long-memory stationary
processes are linear and Gaussian. The chaotic intermittency maps provide alternative non …

Paired Bernoulli circular spreading: Attaining the BER lower bound in a CSK setting

T Papamarkou, AJ Lawrance - Circuits, Systems, and Signal Processing, 2013 - Springer
This paper is concerned with the Paired Bernoulli Circular Spreading (PBCS), a way of
generating optimal spreading for the single-user coherent chaos shift-keying (CSK) system …

Likelihood-based demodulation in multi-user chaos shift keying communication

AJ Lawrance, J Yao - Circuits, Systems & Signal Processing, 2008 - Springer
This paper deals with the theory of multi-user chaos shift keying communication systems in
the coherent case and in particular with bit error performance under near optimal …

Nonlinear dynamics of trajectories generated by fully-stretching piecewise linear maps

T Papamarkou, AJ Lawrance - International Journal of Bifurcation …, 2014 - World Scientific
This paper focuses on the nonlinear dynamical properties of chaotic orbits iteratively
generated by maps composed of linear branches which expand across the whole map …

Performance analysis for a chaos‐based code‐division multiple access system in wide‐band channel

CD Giurcăneanu, RV Abeywickrama… - The Journal of …, 2015 - Wiley Online Library
Code‐division multiple access technology is widely used in telecommunications and its
performance has been extensively investigated in the past. Theoretical results for the case of …