Some Remarks on the Statistical Modeling of Chaotic Systems

  • Dominique Guegan
Chapter

Abstract

Many of the issues in modeling nonlinear systems are statistical ones. In this chapter we give a statistician’s viewpoint of the problems of studying and understanding data from real-world dynamical systems. We present some new insights into the possibilities of obtaining consistent estimates for the invariants of a dynamical system, and some new results concerning noise-removal.

Keywords

Explosive Autocorrelation Convolution Crest Volatility 

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© Springer Science+Business Media New York 2001

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  • Dominique Guegan

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