A consistent approach to least squares estimation of correlation dimension in weak Bernoulli dynamical systems
DOI10.1214/AOAP/1177004914zbMATH Open0827.62045OpenAlexW1971512760MaRDI QIDQ1345593FDOQ1345593
Authors: Regis J. Serinko 
Publication date: 30 March 1995
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1177004914
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consistencydynamical systemsU-statisticchaosergodic theoryconvergence in measurefractalnonlinear dynamicslogistic mapleast squares procedureCantor mapabsolute regularcorrelation dimension estimationGrassberger-Procaccia spatial correlation integralitinerate process
Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Nonparametric inference (62G99) Limit theorems in probability theory (60F99) Fractals (28A80) Ergodic theory (37A99)
Cited In (10)
- Estimatings the correlation dimension from chaotic dynamical systems by \(U\)-statistics
- Limit theorems for \(U\)-statistics of Bernoulli data
- Remarks on the linear regression approach to dimension estimation
- Dimension spectra for multbfractal measures with connections to nonparametric density estimation∗
- Towards coherent estimation of correlation dimension
- Ergodic theorems arising in correlation dimension estimation.
- On the dimension of the boundary of clumps in a multi-type Boolean model
- Local correlation dimension of multidimensional stochastic process
- On weighted \(U\)-statistics for stationary processes.
- A new estimator for information dimension with standard errors and confidence intervals
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