A maximum likelihood approach to correla
β
E. Olofsen; J. Degoede; R. Heijungs
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Article
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1992
π
Springer
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English
β 674 KB
To obtain the correlation dimension and entropy from an experimental time series we derive estimators for these quantities together with expressions for their variances using a maximum likelihood approach. The validity of these expressions is supported by Monte Carlo simulations. We illustrate the u