Pages that link to "Item:Q1345593"
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The following pages link to A consistent approach to least squares estimation of correlation dimension in weak Bernoulli dynamical systems (Q1345593):
Displaying 11 items.
- Ergodic theorems arising in correlation dimension estimation. (Q1285244) (← links)
- Consistency of the Takens estimator for the correlation dimension (Q1305413) (← links)
- On the dimension of the boundary of clumps in a multi-type Boolean model (Q1354375) (← links)
- Towards coherent estimation of correlation dimension (Q1411840) (← links)
- On weighted \(U\)-statistics for stationary processes. (Q1879839) (← links)
- A new estimator for information dimension with standard errors and confidence intervals (Q1965875) (← links)
- Local correlation dimension of multidimensional stochastic process (Q2070626) (← links)
- Remarks on the linear regression approach to dimension estimation (Q2744081) (← links)
- Dimension spectra for multbfractal measures with connections to nonparametric density estimation<sup>∗</sup> (Q2744166) (← links)
- Estimatings the correlation dimension from chaotic dynamical systems by \(U\)-statistics (Q2844205) (← links)
- Limit theorems for U-statistics of Bernoulli data (Q4989418) (← links)