A bootstrap detection for operational determinism
Yao, Qiwei
; and Tong, Howell
(1998)
A bootstrap detection for operational determinism.
Physica D: Nonlinear Phenomena, 115 (1/2).
pp. 49-58.
ISSN 0167-2789
We propose a bootstrap detection for operationally deterministic versus stochastic nonlinear modelling and illustrate the method with both simulated and real data sets.
| Item Type | Article |
|---|---|
| Keywords | bandwidth,kernel regression,operational determinism,stochastic noise |
| Departments | Statistics |
| DOI | 10.1016/S0167-2789(97)00228-5 |
| Date Deposited | 10 Jul 2008 10:56 |
| URI | https://researchonline.lse.ac.uk/id/eprint/6697 |
ORCID: https://orcid.org/0000-0003-2065-8486