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Statistical Analysis II

  • Kung-Sik Chan
  • Howell Tong
Part of the Springer Series in Statistics book series (SSS)

Abstract

In Chapter 4, we have dealt with the initial aspects of statistical analysis of chaos, such as preliminary data analysis and the determination of the embedding dimension. In this chapter, we shall study the statistical analysis of finer structures, such as the correlation dimension, measures of initialvalue sensitivity and map reconstruction.

Keywords

Lyapunov Exponent Bayesian Information Criterion Correlation Dimension Sample Correlation Takens Estimator 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 2001

Authors and Affiliations

  • Kung-Sik Chan
    • 1
  • Howell Tong
    • 2
    • 3
  1. 1.Department of Statistics and Actuarial ScienceThe University of IowaIowa CityUSA
  2. 2.Department of StatisticsThe London School of Economics and Political ScienceLondonUK
  3. 3.The University of Hong KongHong Kong

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