CONVERGENCE IN DISTRIBUTION OF THE PERIODOGRAM OF CHAOTIC PROCESSES

DOI10.1142/S021949370200056XMaRDI QIDQ4796470zbMATH OpenOpenAlexFDO

Authors Sílvia R. C. Lopes, A. O. Lopes

Publication date 26 March 2003

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s021949370200056x

zbMATH Keywords

chaotic dynamicsconvergence in distributionperiodogram function

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Inference from stochastic processes and spectral analysis (62M15) Time series analysis of dynamical systems (37M10) Dynamical aspects of measure-preserving transformations (37A05) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

Recommendations

• scientific article; zbMATH DE number 1859214
• The convergence of chaotic integrals
• WEAKLY ALMOST PERIODICITY AND DISTRIBUTIONAL CHAOS IN A SEQUENCE
• Distributional chaos and irregular recurrence
• On the spectral density of a class of chaotic time series
• Periodicity of averaged histories of chaotic oscillators
• Convergent chaos

Cites work

• Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation
• Parametric estimation and spectral analysis of piecewise linear maps of the interval
• Recurrence times and rates of mixing
• Renewal sequences and intermittency
• Some simulations and applications of forecasting long-memory time-series models
• The rate of convergence in ergodic theorems

Cited in

(5)

• Convergent chaos
• Period-harmonic-tupling jumps to chaos and fractal-scaling in a class of series
• SPECTRAL PROPERTIES OF CHAOTIC PROCESSES
• PERIODICITY AS CONDITION TO NOISE ROBUSTNESS FOR CHAOTIC MAPS WITH PIECEWISE CONSTANT INVARIANT DENSITY
• A convergence theorem for chaotic asynchronous relaxation

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