IDEAS home Printed from https://ideas.repec.org/a/spr/sistpr/v10y2007i2p165-179.html
   My bibliography  Save this article

Deterministic Noises that can be Statistically Distinguished from the Random Ones

Author

Listed:
  • Youri Davydov
  • Ričardas Zitikis

Abstract

No abstract is available for this item.

Suggested Citation

  • Youri Davydov & Ričardas Zitikis, 2007. "Deterministic Noises that can be Statistically Distinguished from the Random Ones," Statistical Inference for Stochastic Processes, Springer, vol. 10(2), pages 165-179, July.
    • Handle: RePEc:spr:sistpr:v:10:y:2007:i:2:p:165-179
    DOI: 10.1007/s11203-006-0001-6
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11203-006-0001-6
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s11203-006-0001-6?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Davydov, Youri & Zitikis, Ricardas, 2002. "Convergence of generalized Lorenz curves based on stationary ergodic random sequences with deterministic noise," Statistics & Probability Letters, Elsevier, vol. 59(4), pages 329-340, October.
    2. Bosq, D. & Guégan, D., 1995. "Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system," Statistics & Probability Letters, Elsevier, vol. 25(3), pages 201-212, November.
    3. D. Bosq & Dominique Guegan, 1995. "Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system," Post-Print halshs-00199345, HAL.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Matthieu Garcin & Dominique Guegan, 2015. "Optimal wavelet shrinkage of a noisy dynamical system with non-linear noise impact," Documents de travail du Centre d'Economie de la Sorbonne 15085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    2. Christian Gourieroux & Joanna Jasiak, 1999. "Nonlinear Innovations and Impulse Response," Working Papers 99-44, Center for Research in Economics and Statistics.
    3. Dominique Guegan & Guillaume Leorat, 1997. "Consistent estimation to determine the embedding dimension in financial data; with an application to the dollar/deutschmark exchange rate," The European Journal of Finance, Taylor & Francis Journals, vol. 3(3), pages 231-242.
    4. Matthieu Garcin & Dominique Guegan, 2015. "Optimal wavelet shrinkage of a noisy dynamical system with non-linear noise impact," Post-Print halshs-01244239, HAL.
    5. Matthieu Garcin & Dominique Guegan, 2015. "Optimal wavelet shrinkage of a noisy dynamical system with non-linear noise impact," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01244239, HAL.
    6. Fakoor, V. & Ghalibaf, M. Bolbolian & Azarnoosh, H.A., 2011. "Asymptotic behaviors of the Lorenz curve and Gini index in sampling from a length-biased distribution," Statistics & Probability Letters, Elsevier, vol. 81(9), pages 1425-1435, September.
    7. Youri Davydov & Ricardas Zitikis, 2005. "An index of monotonicity and its estimation: a step beyond econometric applications of the Gini index," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 351-372.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sistpr:v:10:y:2007:i:2:p:165-179. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.