Non-parametric estimation of deterministically chaotic systems

DOI10.1007/BF01211531zbMath0806.58035OpenAlexW1974091866MaRDI QIDQ1338103

Mahmoud A. El-Gamal

Publication date: 27 November 1994

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01211531

zbMATH Keywords

deterministic chaosergodic processesdynamic economic models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic growth models (91B62) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Ergodic theory (37A99)

Related Items (1)

A consistent nonparametric test of ergodicity for time series with applications

Cites Work

• Semi-Nonparametric Maximum Likelihood Estimation
• Distinguishing random and deterministic systems: Abridged version
• Methods of nonlinear analysis. Vol. II
• Autocorrelations of a certain chaos
• Discriminatory Analysis. Nonparametric Discrimination: Consistency Properties
• Probabilistic Properties of Deterministic Systems
• Ergodic theory of chaos and strange attractors
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
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