ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP

DOI10.1111/J.1467-9892.1995.TB00256.XMaRDI QIDQ4864580zbMATH OpenOpenAlexFDO

Authors R. C. Wolff, Peter Hall

Publication date 22 May 1996

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.1995.tb00256.x

zbMATH Keywords

bootstrapasymptotic normalitytime seriescentral limit theoremlong-range dependenceresamplingchaosshort-range dependencelogistic mapchaotic mapstochastic sequencestrength of dependence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

Recommendations

• STATISTICAL DEPENDENCY IN CHAOS
• Measures of Dependence and Tests of Independence
• Time series and dependent variables
• Independence in time series: another look at the BDS test
• Weak dependence. With examples and applications.

Cites work

• scientific article; zbMATH DE number 44014 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Biometrika centenary: Nonparametrics
• On the Existence of Invariant Measures for Piecewise Monotonic Transformations
• Resampling a coverage pattern
• The jackknife and the bootstrap for general stationary observations
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence

Cited in

(10)

• Nonlinear dynamics of trajectories generated by fully-stretching piecewise linear maps
• Detection of chaotic determinism in time series from randomly forced maps
• STATISTICAL DEPENDENCY IN CHAOS
• STATISTICAL ESTIMATION OF THE EMBEDDING DIMENSION OF A DYNAMICAL SYSTEM
• Independence Test of Chaotic Sequences
• SENSITIVE PARAMETER DEPENDENCE OF AUTOCORRELATION FUNCTION IN PIECEWISE LINEAR MAPS
• On statistical properties of the lyapunov exponent of the generalized skew tent map
• Testing serial independence via density-based measures of divergence
• Testing for Serial Independence: Beyond the Portmanteau Approach
• Nonparametric dependence modeling via cluster analysis: A financial contagion application

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