Statistical tests for deterministic effects in broad band time series

DOI10.1016/0167-2789(93)90188-7zbMath0797.62078OpenAlexW2016004282WikidataQ59359441 ScholiaQ59359441MaRDI QIDQ1325875

William A. Brock, Kesheng Wu, Robert Savit

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

noiseasymptotic normalitytime seriesattractorfinite size effects\(U\)-statisticsdeterministic effects

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

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• Time series and dependent variables
• Dependent variables in broad band continuous time series
• Testing for nonlinearity in time series: the method of surrogate data
• Rigorous statistical procedures for data from dynamical systems
• An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system
• Approximation Theorems of Mathematical Statistics
• On U-statistics and v. mise? statistics for weakly dependent processes
• LYAPUNOV EXPONENTS IN CHAOTIC SYSTEMS: THEIR IMPORTANCE AND THEIR EVALUATION USING OBSERVED DATA

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