A nonparametric statistical approach in noisy chaos identification

DOI10.1080/03610919708813380MaRDI QIDQ4387660zbMATH OpenOpenAlexFDO

Authors D. Lai, Ronald Baxter Harrist

Publication date 16 November 1998

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919708813380

zbMATH Keywords

chaosrandomnessrunsKendall's \(\tau\)turns

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Non-Markovian processes: hypothesis testing (62M07)

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Cites work

• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• 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
• Estimating Functions in Chaotic Systems
• Statistics, probability and chaos. With discussion and a rejoinder by the author

Cited in

(6)

• Maximum likelihood estimation of stochastic chaos representations from experimental data
• Deterministic noises that can be statistically distinguished from the random ones
• scientific article; zbMATH DE number 5375533 (Why is no real title available?)
• A NONPARAMETRIC STATISTICAL TEST FOR CHAOS: CUMULATIVE PERIODOGRAM UNDER AN ORDER TRANSFORMATION
• A NEW STATISTICAL METHOD FOR FILTERING AND ENTROPY ESTIMATION OF A CHAOTIC MAP FROM NOISY DATA
• Identification of models for chaotic systems from noisy data: implications for performance and nonlinear filtering

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