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Utility function estimation: The entropy approach

✍ Scribed by Andreia Dionisio; A. Heitor Reis; Luis Coelho


Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
271 KB
Volume
387
Category
Article
ISSN
0378-4371

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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