Chaos: A Statistical Perspective

Chaos: A Statistical Perspective
ISBN-10
1475734646
ISBN-13
9781475734645
Series
Chaos
Category
Mathematics
Pages
300
Language
English
Published
2013-03-09
Publisher
Springer Science & Business Media
Authors
Kung-Sik Chan, Howell Tong

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.

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