ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP

DOI10.1111/j.1467-9892.1995.tb00256.xzbMath0837.62068OpenAlexW2030462521MaRDI QIDQ4864580

Hall, Peter, Rodney Carl Wolff

Publication date: 22 May 1996

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.1995.tb00256.x

zbMATH Keywords

bootstrapchaosasymptotic normalitytime seriesresamplinglogistic mapcentral limit theoremlong-range dependencechaotic mapshort-range dependencestochastic sequencestrength of dependence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)

Related Items (8)

Testing for Serial Independence: Beyond the Portmanteau Approach ⋮ On statistical properties of the lyapunov exponent of the generalized skew tent map ⋮ Nonlinear Dynamics of Trajectories Generated by Fully-Stretching Piecewise Linear Maps ⋮ STATISTICAL DEPENDENCY IN CHAOS ⋮ Nonparametric dependence modeling via cluster analysis: A financial contagion application ⋮ SENSITIVE PARAMETER DEPENDENCE OF AUTOCORRELATION FUNCTION IN PIECEWISE LINEAR MAPS ⋮ Testing serial independence via density-based measures of divergence ⋮ STATISTICAL ESTIMATION OF THE EMBEDDING DIMENSION OF A DYNAMICAL SYSTEM

Cites Work

• Unnamed Item
• Unnamed Item
• Resampling a coverage pattern
• The use of subseries values for estimating the variance of a general statistic from a stationary sequence
• The jackknife and the bootstrap for general stationary observations
• Biometrika Centenary: Nonparametrics
• On the Existence of Invariant Measures for Piecewise Monotonic Transformations

This page was built for publication: ON THE STRENGTH OF DEPENDENCE OF A TIME SERIES GENERATED BY A CHAOTIC MAP