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A MAXIMUM LIKELIHOOD APPROACH TO
CORRELATION DIMENSION AND ENTROPY
ESTIMATION

E. OLOFSEN, J. DEGOEDE AND R. HEIJUNGS
Department of Physiology,
Leiden University Medical Center,
P.O. Box 9600, 2300 RC Leiden, The Netherlands
(E. mail: E.Olofsen@lumc.nl)

To obtain the correlation dimension and entropy from an experimental time series we derive estimators for these quantities together with expressions for their variances using a maximum likelihood approach. The validity of these expressions is supported by Monte Carlo simulations. We illustrate the use of the estimators with a local recording of atrial fibrillation obtained from a conscious dog.





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