Resolving statistical uncertainty in correlation dimension estimation

DOI10.1063/1.3592799MaRDI QIDQ5264533zbMATH OpenOpenAlexWikidataFDO

Authors Svetlana Borovkova, Rodolfo Rosa, Laura Sardonini

Publication date 27 July 2015

Published in Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL https://research.vu.nl/en/publications/54090bc1-e2b2-42db-9ec8-9daefb671680

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10)

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Cites work

• scientific article; zbMATH DE number 1042219 (Why is no real title available?)
• scientific article; zbMATH DE number 854585 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
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• Bootstraps for time series
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• Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Measuring the strangeness of strange attractors
• Nonlinear Time Series Analysis
• On U-statistics and v. mise? statistics for weakly dependent processes
• On tail index estimation using dependent data
• Practical implementation of nonlinear time series methods: The TISEAN package
• Resampling a coverage pattern
• Strong laws for 𝐿- and 𝑢-statistics
• The impact of bootstrap methods on time series analysis
• The jackknife and the bootstrap for general stationary observations

Cited in

(5)

• Estimatings the correlation dimension from chaotic dynamical systems by \(U\)-statistics
• Estimating correlation dimension in chaotic time series
• A Monte Carlo method for estimating the correlation exponent
• Robust to noise and outliers estimator of correlation dimension
• Statistical moments of Gaussian kernel correlation sum and weighted least square estimator of correlation dimension and noise level

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