ASYMPTOTIC INFERENCE FOR DYNAMICAL-SYSTEMS OBSERVED WITH ERROR

被引：4

作者：

MACEACHERN, SN ^{[1
]}

BERLINER, LM ^{[1
]}

机构：

[1] OHIO STATE UNIV,DEPT STAT,COLUMBUS,OH 43210

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 1995年 / 46卷 / 03期

基金：

美国国家科学基金会;

关键词：

ASYMPTOTICS; CHAOS; DYNAMICAL SYSTEMS; EXPONENTIAL FAMILIES; LIKELIHOOD RATIO TESTS;

D O I：

10.1016/0378-3758(94)00117-E

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, the effects of measuring a dynamical system with error are investigated. In particular, we assume that the measurement errors follow a distribution in the exponential family, and that the value of the underlying dynamical system determines the parameter of the measurement distribution. The key questions are whether two distinct initial conditions can be asymptotically distinguished and whether two distinct parameter values can be asymptotically distinguished. Results of the statistical theory are applied in the context of dynamical systems.

引用

页码：277 / 292

页数：16

共 50 条

[21] MULTIPLICATION OPERATORS AND DYNAMICAL-SYSTEMS ON WEIGHTED SPACES OF CROSS-SECTIONS
SINGH, RK
MANHAS, JS
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 1993, 119 (02) : 547 - 554
[22] ASYMPTOTIC PERIOD IN DYNAMICAL SYSTEMS IN METRIC SPACES
Gryszka, Karol
COLLOQUIUM MATHEMATICUM, 2015, 139 (02) : 245 - 257
[23] MASSIVELY-PARALLEL COMPUTATION OF SPATIAL PRICE EQUILIBRIUM PROBLEMS AS DYNAMICAL-SYSTEMS
NAGURNEY, A
TAKAYAMA, T
ZHANG, D
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 1995, 19 (1-2) : 3 - 37
[24] A dynamical-systems interpretation of the dissipation function, T-mixing and their relation to thermodynamic relaxation
Jepps, Owen G.
Rondoni, Lamberto
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2016, 49 (15)
[25] Dynamical-systems analysis and unstable periodic orbits in reacting flows behind symmetric bluff bodies
Hua, Jia-Chen
Gunaratne, Gemunu H.
Kostka, Stanislav
Jiang, Naibo
Kiel, Barry V.
Gord, James R.
Roy, Sukesh
PHYSICAL REVIEW E, 2013, 88 (03):
[26] THE ASYMPTOTIC FORMULAE IN THE PROBLEM ON CONSTRUCTING HYPERBOLICITY AND STABILITY REGIONS OF DYNAMICAL SYSTEMS
Ibragimova, L. S.
Mustafina, I. Zh.
Yumagulov, M. G.
UFA MATHEMATICAL JOURNAL, 2016, 8 (03): : 58 - 78
[27] Shape Distributions of Nonlinear Dynamical Systems for Video-Based Inference
Venkataraman, Vinay
Turaga, Pavan
IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE, 2016, 38 (12) : 2531 - 2543
[28] Dynamical Systems Theory for Causal Inference with Application to Synthetic Control Methods
Ding, Yi
Toulis, Panos
INTERNATIONAL CONFERENCE ON ARTIFICIAL INTELLIGENCE AND STATISTICS, VOL 108, 2020, 108 : 1888 - 1897
[29] Error bounds for data-driven models of dynamical systems
Oleng, Nicholas O.
Gribok, Andrei
Reifman, Jaques
COMPUTERS IN BIOLOGY AND MEDICINE, 2007, 37 (05) : 670 - 679
[30] PHASE-LOCKING FOR DYNAMICAL-SYSTEMS ON THE TORUS AND PERTURBATION-THEORY FOR MATHIEU-TYPE PROBLEMS
GALKIN, OG
JOURNAL OF NONLINEAR SCIENCE, 1994, 4 (02) : 127 - 156

← 1 2 3 4 5 →