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A maximum likelihood approach to correlation dimension and entropy estimation

✍ Scribed by E. Olofsen; J. Degoede; R. Heijungs


Book ID
112753784
Publisher
Springer
Year
1992
Tongue
English
Weight
654 KB
Volume
54
Category
Article
ISSN
1522-9602

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A maximum likelihood approach to correla
✍ E. Olofsen; J. Degoede; R. Heijungs πŸ“‚ Article πŸ“… 1992 πŸ› Springer 🌐 English βš– 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