R. L. Smith. Estimating dimension in noisy chaotic time series. J. R. Statist. Soc. B, 54(2):329-352, 1992. Home/Search Document Not in Database Summary Related Articles Check |
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Chaotic time series Part I: Estimation of some.. - Kugiumtzis.. (1995) (Correct)
.... down at distances around the noise amplitude and a fourth region is observed at low to intermediate values of log l [Brandstater and Swinney, 1987] see Fig(8) Certain modi cations of the GP algorithm may enhance the performance in the case of higher amplitude noise [Dvorak and Klaschka, 1990] [Smith, 1992]. Linear low pass ltering in this connection is not recommended because it may increase the estimated dimension [Badii and Broggi, 1988] Mitschke et al. 1988] but non linear ltering has been successfully applied [Kostelich and Yorke, 1988] Kostelich and Yorke, 1990] Hammel, 1990] ....
R. L. Smith. Estimating dimension in noisy chaotic time-series. Journal of the Royal Statistical Society Series B- Methodological, 54:329 351, 1992.
Constrained-Realization Monte-Carlo method for Hypothesis Testing - Theiler (18 citations) (Correct)
....the IID, as long as the statistic is expressed as a function of the ranks of the data values x i , it will be pivotal. #8 When testing for nonlinearity, with an eye to the alternative of chaos, one may be interested in using fairly exotic discriminating statistics, involving fractal dimensions [15, 37 41], Lyapunov exponents [42 48] or nonlinear predictors [49 52] as well as various hybrid statistics which measure determinism without directly predicting [53 57] And it can be difficult to enforce the requirement that these discriminating statistics be pivotal. It may be easier, we argue, to ....
R. L. Smith, "Estimating dimension in noisy chaotic time series." J. R. Stat. Soc. B 54, 329--352 (1992).
Interdisciplinary Application of Nonlinear Time Series Methods - Schreiber (1998) (3 citations) (Correct)
....at the small length scale is given by the effect of the finite size of the data set. In many practical situations this is not quite the case since measurement errors destroy the self similarity as well. The effect of noise on the correlation integral has been studied in a number of papers [113, 129 132] which are reviewed and compared in Ref. 133] Olofsen and coworkers [134] as well as Schouten and coworkers [135] derive maximum likelihood estimators of the correlation dimension for data which are contaminated with noise. However, the noise amplitude enters the analysis as an unknown parameter ....
R. L. Smith, Estimating dimension in noisy chaotic time-series, J. R. Statist. Soc. B 54 (1992) 329.
The Maintenance of Uncertainty - Smith (1997) (1 citation) Self-citation (Smith) (Correct)
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R. L. Smith. Estimating dimension in noisy chaotic time series. J. R. Statist. Soc. B, 54(2):329-352, 1992.
Accountability And Error In Ensemble Forecasting - Smith Self-citation (Smith) (Correct)
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R. L. Smith. Estimating dimension in noisy chaotic time series. J. R. Statist. Soc. B, 54(2):329-- 352, 1992.
Nonparametric Regression with Singular Design - Lu (1999) (Correct)
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Smith, R. L. (1992). Estimating dimension in noisy chaotic time series. J. R. Statist. Soc. B, 54, No. 2, 329-351.
Statistical Estimation of Local Lyapunov Exponents: Toward.. - Lu, NIST (1994) (Correct)
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Smith, R. L. (1992). Estimating dimension in noisy chaotic time series. J. R. Statist. Soc. B, 54, No. 2, 329-351.
Nonparametric Regression with Singular Design - Lu (Correct)
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Smith, R. L. (1992). Estimating dimension in noisy chaotic time series. J. R. Statist. Soc. B, 54, No. 2, 329-351.
Estimating Lyapunov Exponents In Chaotic Time Series With Locally.. - Lu (Correct)
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Smith, R.L. (1992a). Estimating dimension in noisy chaotic time series. J. R. Statist. Soc. B, 54, No. 2, 329-351.
Statistical Estimation of Local Lyapunov Exponents: Toward.. - Lu (Correct)
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Smith, R. L. (1992). Estimating dimension in noisy chaotic time series. J. R. Statist. Soc. B, 54, No. 2, 329-351.
Pulse Dimension Estimation - Ernst Hansen (Correct)
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Richard L. Smith. Estimating dimension in noisy chaotic time series. J. Roy. Statist. Soc. Ser. B, 54(2):329--351, 1992.
On the Self-Similar Nature of Ethernet Traffic - Leland, Taqqu, Willinger, Wilson (1993) (657 citations) (Correct)
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R. L. Smith, "Estimating Dimensions in Noisy Chaotic Time Series", J. Roy. Statist. Soc. 54, Series B, 329351, 1991.
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