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)

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)

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• A nonparametric statistical approach in noisy chaos identification
• COMPUTING THE DISTRIBUTION OF THE LYAPUNOV EXPONENT FROM TIME SERIES: THE ONE-DIMENSIONAL CASE STUDY
• Chaos and the dynamics of biological populations
• Chaos, fractals and statistics
• Determining Lyapunov exponents from a time series
• Distribution of the estimated lyapunov exponents from noisy chaotic time series
• 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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