Distinguishing random and deterministic systems: Abridged version
作者： W.A Brock
DOI: 10.1016/0022-0531(86)90014-1
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摘要: Abstract This paper attempts to give a mathematically precise version of recent tests on an observed time series {at} for the presence low dimensional deterministic chaos. Three practical chaos are discussed: (a) correlation dimension must be low, (b) estimated largest Lyapunov exponent positive, (c) residuals linear (or nonlinear) model (for large class such models) have same and as {at}. Based (a)-(c) evidence in post war II, U.S. quarterly real GNP is weak.
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