Chaos: A statistical perspective
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Inference from stochastic processes (62M99) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to dynamical systems and ergodic theory (37-02)
Cited in
(37)- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
- A comparison of inferential methods for highly nonlinear state space models in ecology and epidemiology
- Nonlinear time series analysis since 1990: Some personal reflections
- Limit theorems for iterated random functions
- Parametrized families of Gibbs measures and their statistical inference
- A note on the invertibility of nonlinear ARMA models
- Rejoinder
- STATISTICAL DEPENDENCY IN CHAOS
- Some theoretical properties of phase-randomized multivariate surrogates
- scientific article; zbMATH DE number 193148 (Why is no real title available?)
- Rising Above Chaotic Likelihoods
- scientific article; zbMATH DE number 846102 (Why is no real title available?)
- Sample Entropy Statistics and Testing for Order in Complex Physiological Signals
- Stochastic dynamics: Markov chains and random transformations
- Automatic estimation of attractor invariants
- “Asset Allocation with Hedge Funds on the Menu,” Phelim Boyle and Sun Siang Liew, October 2007
- Solving the chaos model-data paradox in the cryptocurrency market
- Statistical inference for dynamical systems: a review
- Forecasting the underlying potential governing the time series of a dynamical system
- Assessing Chaos in Time Series: Statistical Aspects and Perspectives
- scientific article; zbMATH DE number 775063 (Why is no real title available?)
- Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms
- Foreword: Special issue on statistical chaos and complexity
- scientific article; zbMATH DE number 53334 (Why is no real title available?)
- Asset allocation under threshold autoregressive models
- Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models
- Testing Linearity for Network Autoregressive Models
- Chaos and statistical methods. Proceedings of the Sixth Kyoto Summer Institute, Kyoto, Japan, September 12-15, 1983
- Chaotic signals inside some tick-by-tick financial time series
- Some aspects of modeling dependence in copula-based Markov chains
- Identification of an additive nonlinear system and its applications in generalized Hammerstein models
- Looking for systematic approach to select chaos tests
- Feature matching in time series modeling
- Likelihood and Bayesian Prediction of Chaotic Systems
- Nonparametric density estimation for nonmixing approximable stochastic processes
- Robust Estimation for Threshold Autoregressive Moving-Average Models
- Efficient estimation of copula-based semiparametric Markov models
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