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Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney (contributor); Yao, Qiwei (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2
Persistent link: https://www.econbiz.de/10002651853
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Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney; Yao, Qiwei; Tong, Howell - 2003
Persistent link: https://www.econbiz.de/10001876295
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Statistical Tests for Lyapunov Exponents of Deterministic Systems
Wolff, Rodney; Yao, Qiwei; Tong, Howell - In: Studies in Nonlinear Dynamics & Econometrics 8 (2004) 2
In order to develop statistical tests for the Lyapunov exponents of deterministic dynamical systems, we develop bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles and expectiles are estimated in terms of asymmetric least...
Persistent link: https://www.econbiz.de/10014620918
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Statistical Tests for Lyapunov Exponents of Deterministic Systems
Wolff, Rodney; Yao, Qiwei; Tong, Howell - School of Economics and Finance, Business School - 2003
In order to develop statistical tests for the Lyapunov exponents of deterministic dynamical systems, we develop bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles and expectiles are estimated in terms of asymmetric least...
Persistent link: https://www.econbiz.de/10005766365
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Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney; Yao, Qiwei; Tong, Howell - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 2
Persistent link: https://www.econbiz.de/10009949814
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Smoothing for spatio-temporal models and its application in modelling muskrat-mink interaction
Zhang, Wenyang; Yao, Qiwei; Tong, Howell; Stenseth, … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755606
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Statistical tests for Lyapunov exponents of deterministic systems
Wolff, Rodney C. (contributor); Yao, Qiwei (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075170
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Threshold models in non-linear time series analysis
Tong, Howell - 1983
Persistent link: https://www.econbiz.de/10004738940
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Non-linear time series : a dynamical system approach
Tong, Howell - 1990
Persistent link: https://www.econbiz.de/10013393795
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Exponential inequalities for spatial processes and uniform convergence rates for density estimation
Yao, Qiwei (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755609