Chan, K.S. and Tong, H.W. (1994) A Note on Noisy Chaos. Journal of the Royal Statistical Society Series B-Methodological, 56 (2). pp. 301-311. ISSN 0035-9246.
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We prove that, under appropriate conditions, in a noisy environment an embedded deterministic dynamical system which admits a compact attractor can give rise to an ergodic stochastic system. This observation justifies the stochastic set-up in the study of deterministic chaos. We also clarify a folklore concerning polynomial autoregression.
|Uncontrolled keywords:||ATTRACTOR; BOUNDED TIME SERIES; CHAOS; COX LYNX MODEL; ERGODICITY; POLYNOMIAL AUTOREGRESSION; SKELETON|
|Subjects:||H Social Sciences > HA Statistics|
|Divisions:||Faculties > Science Technology and Medical Studies > School of Mathematics Statistics and Actuarial Science > Statistics|
|Depositing User:||P. Ogbuji|
|Date Deposited:||03 Jul 2009 17:12|
|Last Modified:||24 Apr 2012 09:00|
|Resource URI:||http://kar.kent.ac.uk/id/eprint/20435 (The current URI for this page, for reference purposes)|
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