The finite sample behavior of the 0-1 test for chaos

DOI10.1016/J.PHYSA.2020.124733OpenAlexW3026797218MaRDI QIDQ2139691FDOQ2139691

Jorge Belaire-Franch

Publication date: 19 May 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2020.124733

zbMATH Keywords

0-1 testexcess kurtosissystem noisedeterministic chaos

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• On the Implementation of the 0–1 Test for Chaos
• Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
• Testing for chaos in deterministic systems with noise
• On the validity of the 0–1 test for chaos
• Probing Hamiltonian dynamics by means of the 0–1 test for chaos
• Examining the chaotic behavior in dynamical systems by means of the 0-1 test
• Merger and alignment in a reduced model for three-dimensional quasigeostrophic ellipsoidal vortices
• A new test for chaos in deterministic systems

Cited In (5)

• Independence Test of Chaotic Sequences
• A NEW APPROACH TO TESTING FOR CHAOS, WITH APPLICATIONS IN FINANCE AND ECONOMICS
• On the validity of the 0–1 test for chaos
• On the Implementation of the 0–1 Test for Chaos
• Examining the chaotic behavior in dynamical systems by means of the 0-1 test

Uses Software

• wmtsa

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