Chan, Kung-Sik, Tong, Howell (1994) A Note on Noisy Chaos. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 56 (2). pp. 301-311. ISSN 1369-7412. (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:20435)
The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. |
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: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
Depositing User: | P. Ogbuji |
Date Deposited: | 03 Jul 2009 17:12 UTC |
Last Modified: | 05 Nov 2024 09:57 UTC |
Resource URI: | https://kar.kent.ac.uk/id/eprint/20435 (The current URI for this page, for reference purposes) |
- Export to:
- RefWorks
- EPrints3 XML
- BibTeX
- CSV
- Depositors only (login required):