ON PREDICTION AND CHAOS IN STOCHASTIC-SYSTEMS

Authors
YAO QW TONG H
Citation
Qw. Yao et H. Tong, ON PREDICTION AND CHAOS IN STOCHASTIC-SYSTEMS, Philosophical transactions-Royal Society of London. Physical sciences and engineering, 348(1688), 1994, pp. 357-369
Citations number
14
Categorie Soggetti
Multidisciplinary Sciences
Journal title
Philosophical transactions-Royal Society of London. Physical sciences and engineering → ACNP
ISSN journal
09628428
Volume
348
Issue
1688
Year of publication
1994
Pages
357 - 369
Database
ISI
SICI code
0962-8428(1994)348:1688<357:OPACIS>2.0.ZU;2-R
Abstract
We propose a new measure of sensitivity to initial conditions within a stochastic environment and explore its connection with nonlinear pred iction and statistical estimation. We use modern statistical developme nts to construct and illustrate pointwise predictors and predictive in tervals/distributions.