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Rigorous statistical procedures for data from dynamical systems

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Abstract

Various questions about the invariant measures of a dynamical system can be answered by computations of regular functionals or by ranking methods based on a set of observations. This includes symmetry tests and the determination of dimension coefficients. The paper contains the theoretical results and several simulations explain the methods.

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Authors and Affiliations

  1. Institut fuer Mathematische Stochastik, Georg-August-Universitaet, Lotzestrasse 13, D-3400, Goettingen, Germany

    Manfred Denker

  2. Institut fuer Angewandte Mathematik, Im Neuenheimer Feld 294, D-6900, Heidelberg, Germany

    Gerhard Keller

Authors
  1. Manfred Denker
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  2. Gerhard Keller
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Denker, M., Keller, G. Rigorous statistical procedures for data from dynamical systems. J Stat Phys 44, 67–93 (1986). https://doi.org/10.1007/BF01010905

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  • DOI: https://doi.org/10.1007/BF01010905

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