On prediction and chaos in stochastic systems

DOI10.1098/rsta.1994.0096zbMath0859.62086OpenAlexW1967421083MaRDI QIDQ5687575

Qiwei Yao, Howell Tong

Publication date: 16 December 1996

Published in: Philosophical Transactions of the Royal Society of London. Series A: Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/6410/

zbMATH Keywords

chaossensitivity to initial conditionsnonlinear predictionpredictive intervalspointwise predictors

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Nonlinear and chaotic analysis of a financial complex system ⋮ Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms ⋮ Asymmetric least squares regression estimation: A nonparametric approach^∗ ⋮ Approximating conditional density functions using dimension reduction ⋮ Nonparametric conditional predictive regions for time series

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