Pages that link to "Item:Q1104024"
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The following pages link to Rigorous statistical procedures for data from dynamical systems (Q1104024):
Displaying 50 items.
- On entropy, entropy-like quantities, and applications (Q256893) (← links)
- Multivariate generalized linear-statistics of short range dependent data (Q259201) (← links)
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
- Limit theorems for von Mises statistics of a measure preserving transformation (Q466892) (← links)
- Bahadur representation for \(U\)-quantiles of dependent data (Q538185) (← links)
- Empirical processes of multidimensional systems with multiple mixing properties (Q544505) (← links)
- Multivariate linear and nonlinear causality tests (Q609070) (← links)
- Berry-Esseen theorems under weak dependence (Q726800) (← links)
- Chaotic time series analyses of epileptic seizures (Q750345) (← links)
- Asymptotic distribution of two-sample empirical \(U\)-quantiles with applications to robust tests for shifts in location (Q764479) (← links)
- \(U\)-processes, \(U\)-quantile processes and generalized linear statistics of dependent data (Q765877) (← links)
- A maximum likelihood approach to correlation dimension and entropy estimation (Q808602) (← links)
- Statistical inference for dynamical systems: a review (Q895009) (← links)
- Dependent multiplier bootstraps for non-degenerate \(U\)-statistics under mixing conditions with applications (Q899357) (← links)
- Point process diagnostics based on weighted second-order statistics and their asymptotic properties (Q904056) (← links)
- Central limit theorem and the bootstrap for \(U\)-statistics of strongly mixing data (Q1041069) (← links)
- Asymptotic periodicity and banded chaos (Q1181376) (← links)
- Some results on the behavior and estimation of the fractal dimensions of distributions on attractors (Q1182254) (← links)
- Estimation of dimension for spatially distributed data and related limit theorems (Q1263905) (← links)
- Ergodic theorems arising in correlation dimension estimation. (Q1285244) (← links)
- Consistency of the Takens estimator for the correlation dimension (Q1305413) (← links)
- Statistical tests for deterministic effects in broad band time series (Q1325875) (← links)
- Exponential weak Bernoulli mixing for Collet-Eckmann maps (Q1327512) (← links)
- Local correlation entropy (Q1791650) (← links)
- Properties of distributions and correlation integrals for generalized versions of the logistic map (Q1805796) (← links)
- On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
- Nonlinear dynamics delay times, and embedding windows (Q1962458) (← links)
- A new estimator for information dimension with standard errors and confidence intervals (Q1965875) (← links)
- Change-point detection based on weighted two-sample U-statistics (Q2136629) (← links)
- Kaplan-Meier V- and U-statistics (Q2180082) (← links)
- A renewal approach to Markovian \(U\)-statistics (Q2261896) (← links)
- Qualitative robustness of von Mises statistics based on strongly mixing data (Q2442680) (← links)
- Komlós-Major-Tusnády approximation under dependence (Q2447341) (← links)
- A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates (Q2482623) (← links)
- A Monte Carlo method for estimating the correlation exponent (Q2499994) (← links)
- A Berry-Esseen bound with (almost) sharp dependence conditions (Q2692529) (← links)
- Limit theorems for functionals of mixing processes with applications to \(U\)-statistics and dimension estimation (Q2731944) (← links)
- Dimension spectra for multbfractal measures with connections to nonparametric density estimation<sup>∗</sup> (Q2744166) (← links)
- Bootstrap for the sample mean and for<i>U</i>-statistics of mixing and near-epoch dependent processes (Q2892929) (← links)
- Identification and validation of the statistics of the initial states of linear dynamic systems based on cross-sectional data (Q3338079) (← links)
- Sample Entropy Statistics and Testing for Order in Complex Physiological Signals (Q3593525) (← links)
- On Weak Convergence in Dynamical Systems to Self-Similar Processes with Spectral Representation (Q3984302) (← links)
- Markov Extensions, Zeta Functions, and Fredholm Theory for Piecewise Invertible Dynamical Systems (Q4204846) (← links)
- A test for independence based on the correlation dimension (Q4355133) (← links)
- Lindeberg theorem for Gibbs–Markov dynamics (Q4600130) (← links)
- DYNAMICAL CORRELATIONS ON RECONSTRUCTED INVARIANT DENSITIES AND THEIR EFFECT ON CORRELATION DIMENSION ESTIMATION (Q4653811) (← links)
- Limit theorems for U-statistics of Bernoulli data (Q4989418) (← links)
- STATISTICAL SYNTHESIS OF A DYNAMICAL SYSTEM IN A FINITE-DIMENSIONAL SPACE (Q5076127) (← links)
- Change-Point Detection Under Dependence Based on Two-Sample U-Statistics (Q5272949) (← links)
- TESTING FOR CHANGES IN KENDALL’S TAU (Q5371153) (← links)
