Resolving statistical uncertainty in correlation dimension estimation

DOI10.1063/1.3592799zbMATH Open1317.37101OpenAlexW2077538898WikidataQ84486850 ScholiaQ84486850MaRDI QIDQ5264533FDOQ5264533

Rodolfo Rosa, Svetlana Borovkova, 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

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Mathematics Subject Classification ID

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

Cites Work

• Practical implementation of nonlinear time series methods: The TISEAN package
• Bootstrap methods: another look at the jackknife
• The jackknife and the bootstrap for general stationary observations
• A Class of Statistics with Asymptotically Normal Distribution
• On tail index estimation using dependent data
• The impact of bootstrap methods on time series analysis
• Title not available (Why is that?)
• Measuring the strangeness of strange attractors
• 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
• On U-statistics and v. mise? statistics for weakly dependent processes
• Finite correlation dimension for stochastic systems with power-law spectra
• Bootstraps for time series
• Title not available (Why is that?)
• Strong laws for 𝐿- and 𝑢-statistics
• Resampling a coverage pattern
• Nonlinear Time Series Analysis

Cited In (2)

• A Monte Carlo method for estimating the correlation exponent
• Statistical moments of Gaussian kernel correlation sum and weighted least square estimator of correlation dimension and noise level

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