A Note on Noisy Chaos

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. (The full text of this publication is not available from this repository)

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Abstract

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.

Item Type: Article
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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