Chaos : a statistical perspective
Author(s)
Bibliographic Information
Chaos : a statistical perspective
（Springer series in statistics）
Springer, c2001
Available at 56 libraries
Note
Includes bibliographical references and indexes
Description and Table of Contents
Description
This book discusses dynamical systems that are typically driven by stochastic dynamic noise. It is written by two statisticians essentially for the statistically inclined readers. It covers many of the contributions made by the statisticians in the past twenty years or so towards our understanding of estimation, the Lyapunov-like index, the nonparametric regression, and many others, many of which are motivated by their dynamical system counterparts but have now acquired a distinct statistical flavor.
Table of Contents
- 1. Introduction
- 2. Deterministic chaos
- 3. Chaos and Stochastic Systems
- 4. Statistical Analysis I
- 5. Statistical Analysis II
- 6. Nonlinear Least-Square Prediction
- 7. Miscellaneous Topics
- References
by "Nielsen BookData"