Deterministic Noises that can be Statistically Distinguished from the Random Ones
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DOI: 10.1007/s11203-006-0001-6
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References listed on IDEAS
- 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.
- 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.
- D. Bosq & Dominique Guegan, 1995. "Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system," Post-Print halshs-00199345, HAL.
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Keywords
Primary 60F05; 60H40; Secondary 62G10; 62G20; Empirical measures; empirical processes; weak convergence; asymptotic normality; deterministic noise; random noise; white noise;All these keywords.
JEL classification:
Statistics
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