A new estimator for information dimension with standard errors and confidence intervals

DOI10.1016/S0304-4149(97)00073-2zbMath0934.62008MaRDI QIDQ1965875

Gerhard Keller

Publication date: 1 March 2000

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

U-statisticslocal dimensioninformation dimensionL-statisticssmoothly trimmed spatial correlation integral

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Statistical aspects of information-theoretic topics (62B10)

Related Items (1)

A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates

Cites Work

• Measuring the strangeness of strange attractors
• Rigorous statistical procedures for data from dynamical systems
• Robust asymptotic statistics
• A consistent approach to least squares estimation of correlation dimension in weak Bernoulli dynamical systems
• Mean of the singularities of a Gibbs measure
• On U-statistics and v. mise? statistics for weakly dependent processes
• Limiting behavior of U-statistics for stationary, absolutely regular processes
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A new estimator for information dimension with standard errors and confidence intervals