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

DOI10.1111/J.1467-9892.1995.TB00256.XzbMATH Open0837.62068OpenAlexW2030462521MaRDI QIDQ4864580FDOQ4864580

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

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.

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)

Cites Work

• The jackknife and the bootstrap for general stationary observations
• Title not available (Why is that?)
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• On the Existence of Invariant Measures for Piecewise Monotonic Transformations
• Title not available (Why is that?)
• Resampling a coverage pattern
• Biometrika centenary: Nonparametrics

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

This page was built for publication: ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4864580)