Jc. Schouten et al., MAXIMUM-LIKELIHOOD-ESTIMATION OF THE ENTROPY OF AN ATTRACTOR, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics, 49(1), 1994, pp. 126-129
In this paper, a maximum-likelihood estimate of the (Kolmogorov) entro
py of an attractor is proposed that can be obtained directly from a ti
me series. Also, the relative standard deviation of the entropy estima
te is derived; it is dependent on the entropy and on the number of sam
ples used in the estimation.