Some remarks on the statistical modelling of chaotic systems

Dominique Guegan (1)

1 CREST - Centre de Recherche en Économie et Statistique

Describes the state of the art in nonlinear dynamical reconstruction theory, based on a workshop held in 1998 at Cambridge University, UK. Covers Monte Carlo methods, tackling bounded noise in a chaotic system, achieving good nonlinear models, and statistical modeling of chaotic systems. DLC: Dynamics.

Mots clés: statistical modeling of chaotic systems; chaotic system; nonlinear models

Domaines: Economies et finances; Probabilités [math.PR]; Statistiques [math.ST]; Systèmes dynamiques [math.DS]

Dominique Guegan. Some remarks on the statistical modelling of chaotic systems. Alistair I. Mees. Nonlinear Dynamics and Statistics, Birkhäuser Boston, 400 - Chapitre 5, 2001. ⟨halshs-00196432⟩