Testing nonlinear Markovian hypotheses in dynamical systems

DOI10.1016/S0167-2789(96)00230-8zbMath0891.60067MaRDI QIDQ678363

Christian Schittenkopf, Gustavo Deco

Publication date: 16 April 1997

Published in: Physica D (Search for Journal in Brave)

zbMATH Keywords

numerical resultsflow of informationdetecting the Markovian character of dynamical systems

Mathematics Subject Classification ID

Multisectoral models in economics (91B66) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (2)

Identification of deterministic chaos by an information-theoretic measure of the sensitive dependence on the initial conditions ⋮ Testing the order of discrete Markov chains using surrogate data

Cites Work

• Testing for nonlinearity in time series: the method of surrogate data
• Determining Lyapunov exponents from a time series
• Exploring the intrinsic information loss in single-humped maps by refining multi-symbol partitions
• Information and entropy in strange attractors
• Remarks on Some Nonparametric Estimates of a Density Function
• Ergodic theory of chaos and strange attractors
• Deterministic Nonperiodic Flow
• On Estimation of a Probability Density Function and Mode
• Handbook of stochastic methods for physics, chemistry and the natural sciences.
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