Statistical tests for deterministic effects in broad band time series

DOI10.1016/0167-2789(93)90188-7MaRDI QIDQ1325875zbMATH OpenOpenAlexWikidataFDO

Authors Kesheng Wu, Robert Savit, William A. Brock

Publication date 5 June 1994

Published in Physica D (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2027.42/30448

zbMATH Keywords

\(U\)-statisticsasymptotic normalityattractordeterministic effectsfinite size effectsnoisetime series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99) Probabilistic methods, stochastic differential equations (65C99)

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Cites work

• An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system
• Approximation Theorems of Mathematical Statistics
• Dependent variables in broad band continuous time series
• scientific article; zbMATH DE number 3701980 (Why is no real title available?)
• scientific article; zbMATH DE number 837685 (Why is no real title available?)
• LYAPUNOV EXPONENTS IN CHAOTIC SYSTEMS: THEIR IMPORTANCE AND THEIR EVALUATION USING OBSERVED DATA
• On U-statistics and v. mise? statistics for weakly dependent processes
• Rigorous statistical procedures for data from dynamical systems
• Testing for nonlinearity in time series: the method of surrogate data
• Time series and dependent variables

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(6)

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• Model misspecification tests, model building and predictability in complex systems
• Correlation integral as a tool for distinguishing between dynamics and statistics in time series data
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• Chaotic time series analysis in economics: balance and perspectives
• Identification of nonlinear VAR models using general conditional independence graphs

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