Consistency of the Takens estimator for the correlation dimension
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Publication:1305413
DOI10.1214/aoap/1029962747zbMath0928.62072OpenAlexW2069377542MaRDI QIDQ1305413
Robert M. jun. Burton, Herold G. Dehling, Svetlana Borovkova
Publication date: 11 January 2000
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1029962747
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10)
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Cites Work
- Measuring the strangeness of strange attractors
- Rigorous statistical procedures for data from dynamical systems
- On U-statistics and v. mise? statistics for weakly dependent processes
- Limiting behavior of U-statistics for stationary, absolutely regular processes
- Strong laws for 𝐿- and 𝑢-statistics
- A Class of Statistics with Asymptotically Normal Distribution
- The Theory of Unbiased Estimation
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