A Note on Noisy Chaos

Chan, Kung-Sik and 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)

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. (Contact us about this Publication)

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: 25 Jun 2014 09:34
Resource URI: https://kar.kent.ac.uk/id/eprint/20435 (The current URI for this page, for reference purposes)
  • Depositors only (login required):