Chaos: A Statistical Perspective

  • Kung-Sik Chan
  • Howell Tong

Part of the Springer Series in Statistics book series (SSS)

Table of contents

  1. Front Matter
    Pages i-xv
  2. Kung-Sik Chan, Howell Tong
    Pages 1-16
  3. Kung-Sik Chan, Howell Tong
    Pages 17-28
  4. Kung-Sik Chan, Howell Tong
    Pages 29-60
  5. Kung-Sik Chan, Howell Tong
    Pages 61-112
  6. Kung-Sik Chan, Howell Tong
    Pages 113-177
  7. Kung-Sik Chan, Howell Tong
    Pages 179-212
  8. Kung-Sik Chan, Howell Tong
    Pages 213-234
  9. Back Matter
    Pages 235-302

About this book


It was none other than Henri Poincare who at the turn of the last century, recognised that initial-value sensitivity is a fundamental source of random­ ness. For statisticians working within the traditional statistical framework, the task of critically assimilating randomness generated by a purely de­ terministic system, often known as chaos, is an intellectual challenge. Like some other statisticians, we have taken up this challenge and our curiosity as reporters and participants has led us to investigate beyond the earlier discoveries in the field. Earlier statistical work in the area was mostly con­ cerned with the estimation of what is sometimes imprecisely called the fractal dimension. During the different stages of our writing, substantial portions of the book were used in lectures and seminars. These include the DMV (German Mathematical Society) Seminar Program, the inaugural session of lectures to the Crisis Points Project at the Peter Wall Institute of Advanced Stud­ ies, University of British Columbia and the graduate courses on Time Series Analysis at the University of Iowa, the University of Hong Kong, the Lon­ don School of Economics and Political Science, and the Chinese University of Hong Kong. We have therefore benefitted greatly from the comments and suggestions of these audiences as well as from colleagues and friends. We are grateful to them for their contributions. Our special thanks go to Colleen Cutler, Cees Diks, Barbel FinkensHidt, Cindy Greenwood, Masakazu Shi­ mada, Floris Takens and Qiwei Yao.


correlation deterministic chaos dynamical systems ergodicity mathematical statistics mathematics statistics

Authors and affiliations

  • Kung-Sik Chan
    • 1
  • Howell Tong
    • 2
    • 3
  1. 1.Department of Statistics and Actuarial ScienceThe University of IowaIowa CityUSA
  2. 2.Department of StatisticsThe London School of Economics and Political ScienceLondonUK
  3. 3.The University of Hong KongHong Kong

Bibliographic information

  • DOI
  • Copyright Information Springer-Verlag New York 2001
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4419-2936-5
  • Online ISBN 978-1-4757-3464-5
  • Series Print ISSN 0172-7397
  • Buy this book on publisher's site
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