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

DOI10.1142/S0218127407018798zbMATH Open1141.37365MaRDI QIDQ3511087FDOQ3511087

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)

Recommendations

• scientific article; zbMATH DE number 880296
• scientific article; zbMATH DE number 802770
• A Kolmogorov-Smirnov Type Statistic with Application to Test for Nonlinearity in Time Series
• A nonparametric statistical approach in noisy chaos identification
• A new test for chaos in deterministic systems

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Testing for chaos in deterministic systems with noise
• Determining Lyapunov exponents from a time series
• Title not available (Why is that?)
• Chaos and the dynamics of biological populations
• Chaos, fractals and statistics
• Statistics, probability and chaos. With discussion and a rejoinder by the author
• COMPUTING THE DISTRIBUTION OF THE LYAPUNOV EXPONENT FROM TIME SERIES: THE ONE-DIMENSIONAL CASE STUDY
• The role of chaotic processes in econometric models
• A nonparametric statistical approach in noisy chaos identification
• Distribution of the estimated lyapunov exponents from noisy chaotic time series

This page was built for publication: A NONPARAMETRIC STATISTICAL TEST FOR CHAOS: CUMULATIVE PERIODOGRAM UNDER AN ORDER TRANSFORMATION

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3511087)