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DC Field | Value | Language |
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dc.contributor.author | Fernando, K | - |
dc.contributor.author | Zou, N | - |
dc.date.accessioned | 2023-11-06T19:05:44Z | - |
dc.date.available | 2023-11-06T19:05:44Z | - |
dc.date.issued | 2021-08-19 | - |
dc.identifier | ORCID iD: Kasun Fernando https://orcid.org/0000-0003-1489-9566 | - |
dc.identifier | https://arxiv.org/abs/2108.08461v1 | - |
dc.identifier.citation | Fernando, K. and Zou, N. (2021) 'The Bootstrap for Dynamical Systems', arXiv:2108.08461 [math.DS], pp. 1 - 51. doi: 10.48550/arXiv.2108.08461. | en_US |
dc.identifier.issn | 2331-8422 | - |
dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/27556 | - |
dc.description | The file archived on this institutional repository is a preprint available on arXiv at https://arxiv.org/abs/2108.08461 under a Creative Commons (CC BY) Attribution License. It has not been certified by peer review. | en_US |
dc.description.abstract | Despite their deterministic nature, dynamical systems often exhibit seemingly random behaviour. Consequently, a dynamical system is usually represented by a probabilistic model of which the unknown parameters must be estimated using statistical methods. When measuring the uncertainty of such parameter estimation, the bootstrap stands out as a simple but powerful technique. In this paper, we develop the bootstrap for dynamical systems and establish not only its consistency but also its second-order efficiency via a novel \textit{continuous} Edgeworth expansion for dynamical systems. This is the first time such continuous Edgeworth expansions have been studied. Moreover, we verify the theoretical results about the bootstrap using computer simulations. | en_US |
dc.format.extent | 1 - 51 | - |
dc.format.medium | Electronic | - |
dc.language.iso | en_US | en_US |
dc.publisher | Cornell University | en_US |
dc.rights | Copyright © 2021 The Author(s). This work is licensed under a Creative Commons Attribution 4.0 International License (https://creativecommons.org/licenses/by/4.0/). | - |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | - |
dc.subject | math.DS | en_US |
dc.subject | math.DS | en_US |
dc.subject | math.ST | en_US |
dc.subject | stat.TH | en_US |
dc.subject | 62F40, 37A50, 62M05 | en_US |
dc.title | The Bootstrap for Dynamical Systems | en_US |
dc.type | Article | en_US |
pubs.notes | 51 pages, 4 figures | - |
dc.rights.holder | The Author(s) | - |
Appears in Collections: | Dept of Mathematics Research Papers |
Files in This Item:
File | Description | Size | Format | |
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Preprint.pdf | Copyright © 2021 The Author(s). This work is licensed under a Creative Commons Attribution 4.0 International License (https://creativecommons.org/licenses/by/4.0/). | 1.29 MB | Adobe PDF | View/Open |
This item is licensed under a Creative Commons License