ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP
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Publication:4864580
DOI10.1111/j.1467-9892.1995.tb00256.xzbMath0837.62068OpenAlexW2030462521MaRDI QIDQ4864580
Publication date: 22 May 1996
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00256.x
bootstrapchaosasymptotic normalitytime seriesresamplinglogistic mapcentral limit theoremlong-range dependencechaotic mapshort-range dependencestochastic sequencestrength of dependence
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)
Related Items (8)
Testing for Serial Independence: Beyond the Portmanteau Approach ⋮ On statistical properties of the lyapunov exponent of the generalized skew tent map ⋮ Nonlinear Dynamics of Trajectories Generated by Fully-Stretching Piecewise Linear Maps ⋮ STATISTICAL DEPENDENCY IN CHAOS ⋮ Nonparametric dependence modeling via cluster analysis: A financial contagion application ⋮ SENSITIVE PARAMETER DEPENDENCE OF AUTOCORRELATION FUNCTION IN PIECEWISE LINEAR MAPS ⋮ Testing serial independence via density-based measures of divergence ⋮ STATISTICAL ESTIMATION OF THE EMBEDDING DIMENSION OF A DYNAMICAL SYSTEM
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- Resampling a coverage pattern
- The use of subseries values for estimating the variance of a general statistic from a stationary sequence
- The jackknife and the bootstrap for general stationary observations
- Biometrika Centenary: Nonparametrics
- On the Existence of Invariant Measures for Piecewise Monotonic Transformations
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