Some Theory of Statistical Inference for Nonlinear Science (Q3974260)

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scientific article; zbMATH DE number 11332
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Some Theory of Statistical Inference for Nonlinear Science
scientific article; zbMATH DE number 11332

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    Some Theory of Statistical Inference for Nonlinear Science (English)
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    25 June 1992
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    hypothesis testing
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    instability
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    number of excited degrees of freedom
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    rate of information creation
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    measure of instability
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    nonlinear science
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    chaos theory
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    mixing processes
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    formal hypothesis testing
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    statistical inference theory
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    dimension measures
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    central limit theorems
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    weakly dependent stochastic processes
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    \(U\)-statistics
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    asymptotic standard errors
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    Kolmogorov entropy estimates
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    nuisance parameter problems
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    correlation dimension measures
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    returns on weekly stock market indices
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