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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

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Identification Number: 10.1016/S0167-2789(97)00228-5

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
Subjects: Q Science > QA Mathematics
H Social Sciences > HA Statistics
Sets: Collections > Economists Online
Departments > Statistics
Date Deposited: 10 Jul 2008 10:56
Last Modified: 16 Aug 2012 10:59
URI: http://eprints.lse.ac.uk/id/eprint/6697

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