SOME THEORY OF STATISTICAL-INFERENCE FOR NONLINEAR SCIENCE

被引：17

作者：

BROCK, WA ^{[1
]}

BAEK, EG ^{[1
]}

机构：

[1] IOWA STATE UNIV SCI & TECHNOL,AMES,IA 50011

来源：

REVIEW OF ECONOMIC STUDIES | 1991年 / 58卷 / 04期

基金：

美国国家科学基金会;

关键词：

D O I：

10.2307/2297828

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This article shows how standard errors can be estimated for a measure of the number of excited degrees of freedom (the correlation dimension), and a measure of the rate of information creation (a proxy for the Kolmogorov entropy), and a measure of instability. These measures are motivated by nonlinear science and chaos theory. The main analytical method is central limit theory of U-statistics for mixing processes. The paper takes a step toward formal hypothesis testing in nonlinear science and chaos theory. © 1991 The Review of Economic Studies Limited.

引用

页码：697 / 716

页数：20

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