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We study a generalised version of the logistic map of the unit interval $(0,1)$, in which the point $x$ is taken to $1-|2x-1|^nu$. Here, $nu 0$ is a parameter of the map, which has received attention only when $nu =1$ and 2. We obtain the invariant density when $nu = frac12$, and derive...
Persistent link: https://www.econbiz.de/10008694517
In order to develop statistical tests for the Lyapunov exponents of deterministic dynamical systems, we develop bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles and expectiles are estimated in terms of asymmetric least...
Persistent link: https://www.econbiz.de/10008694518
illustration of the place of chaos-based binary processes in chaos communications is given. …
Persistent link: https://www.econbiz.de/10008694537
Statistical scientists have recently focused sharp attention on properties of iterated chaotic maps, with a view to employing such processes to model naturally occurring phenomena. In the present paper we treat the logistic map, which has earlier been studied in the context of modelling...
Persistent link: https://www.econbiz.de/10008694546
In order to develop statistical tests for the Lyapunov exponents of deterministic dynamical systems, we develop bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles and expectiles are estimated in terms of asymmetric least...
Persistent link: https://www.econbiz.de/10005766365