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
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Abstract
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 |
|---|---|
| Official URL: | http://www.elsevier.com/locate/physd |
| Additional Information: | © 1998 Elsevier |
| Uncontrolled Keywords: | bandwidth, kernel regression, operational determinism, stochastic noise |
| Library of Congress subject classification: | Q Science > QA Mathematics H Social Sciences > HA Statistics |
| Sets: | Collections > Economists Online Departments > Statistics |
| Rights: | http://www.lse.ac.uk/library/rights/LSERO.htm |
| URL: | http://eprints.lse.ac.uk/6697/ |
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