ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Forthcoming Articles       Volume 10 Issue 2       Subscribe       Article       References       Related articles      
<< firstfirst   < prevprev   Table of contentstoc   next >next   last >>last
Publisher Logo Publication Cover
Search within this journal

Asymptotic distributions of the correlation integral based statistics 

Author: Dejian Lai a
Affiliation:   a School of Public Health, University of Texas Houston Health Science Center, Houston, TX
DOI: 10.1080/10485259908832757
Publication Frequency: 8 issues per year
Published in: journal Journal of Nonparametric Statistics, Volume 10, Issue 2 1999 , pages 127 - 135
Formats available: PDF (English)
Article Requests: Order Reprints : Request Permissions
View Article: View Article (PDF) View Article (PDF)


Abstract

Data generated from some deterministic dynamical systems may appear random. This phenomenon is called chaos. Many classical test statistics cannot distinguish this type of data from IID random observations. Recently, some new test statistics based on correlation integrals were proposed in the literature. However, the statistical properties of these new test statistics have not been studied. This paper studies the asymptotic properties of these test statistics under the IID null hypothesis. Establishing the asymptotic distributions of the test statistics facilitates statistical hypothesis testing. The asymptotic null distributions derived are supported by Monte Carlo simulations.
Keywords: Asymptotic normality; BDS statistic; Chaos; nonparametric tests; time series
view references (22)
Bookmark with:
  • CiteULike
  • Del.icio.us
  • BibSonomy
  • Connotea
  • More bookmarks
Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文(简体和繁體)
© 2009 Informa plc