Chaos: A Statistical Perspective

by Kung-Sik Chan, Howell Tong

This book discusses dynamical systems that are typically driven by stochastic dynamic noise. It is written by two statisticians essentially for the statistically inclined readers. It covers many of the contributions made by the statisticians in the past twenty years or so towards our understanding of estimation, the Lyapunov-like index, the nonparametric regression, and many others, many of which are motivated by their dynamical system counterparts but have now acquired a distinct statistical flavor.

316 pages, Hardcover

First published August 9, 2001

Reviews

[Windy · Rating 3 out of 5]

This text is largely written for other Statisticians, which I am not. However my strong math background got me through it. The authors have a playful undertone to their writing which made the book a little easier to read.