Some Theory of Statistical Inference for Nonlinear Science

S-Tier
Journal: Review of Economic Studies
Year: 1991
Volume: 58
Issue: 4
Pages: 697-716

Authors (2)

Score contribution per author:

4.022 = (α=2.01 / 2 authors) × 4.0x S-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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.

Technical Details

RePEc Handle
repec:oup:restud:v:58:y:1991:i:4:p:697-716.
Journal Field
General
Author Count
2
Added to Database
2026-01-24