NONPARAMETRIC-ESTIMATION OF THE CORRELATION EXPONENT

被引：1

作者：

MAYFIELD, ES ^{[1
]}

MIZRACH, B ^{[1
]}

机构：

[1] UNIV PENN WHARTON SCH, DEPT FINANCE, PHILADELPHIA, PA 19104 USA

来源：

PHYSICAL REVIEW A | 1991年 / 44卷 / 08期

关键词：

D O I：

10.1103/PhysRevA.44.5298

中图分类号：

O43 [光学];

学科分类号：

070207 ; 0803 ;

摘要：

The correlation exponent is widely utilized in experimental situations as an estimate of an attractor's fractal dimension. However, in the presence of noise, the slope of the correlation integral may increase gradually, biasing dimension estimates. We propose a nonparametric statistical procedure for distinguishing the attractor from the noise process.

引用

页码：5298 / 5301

页数：4

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