A NONPARAMETRIC STATISTICAL TEST FOR CHAOS: CUMULATIVE PERIODOGRAM UNDER AN ORDER TRANSFORMATION

DOI10.1142/S0218127407018798MaRDI QIDQ3511087zbMATH OpenFDO

Authors D. Lai

Publication date 4 July 2008

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0218127407018798

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Nonparametric hypothesis testing (62G10)

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Cites work

• A nonparametric statistical approach in noisy chaos identification
• Chaos and the dynamics of biological populations
• Chaos, fractals and statistics
• COMPUTING THE DISTRIBUTION OF THE LYAPUNOV EXPONENT FROM TIME SERIES: THE ONE-DIMENSIONAL CASE STUDY
• Determining Lyapunov exponents from a time series
• Distribution of the estimated lyapunov exponents from noisy chaotic time series
• scientific article; zbMATH DE number 3854249 (Why is no real title available?)
• scientific article; zbMATH DE number 1866304 (Why is no real title available?)
• scientific article; zbMATH DE number 274399 (Why is no real title available?)
• Statistics, probability and chaos. With discussion and a rejoinder by the author
• Testing for chaos in deterministic systems with noise
• The role of chaotic processes in econometric models

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