Next: The Takens estimator
Up: MAXIMUM LIKELIHOOD METHODS
Previous: Introduction
Contents
The correlation dimension has been defined by (see Chapter 4):

(5.3) 
for a sufficiently large embedding dimension.
It is assumed that
(eq. (5.1)) for small
[Grassberger and Procaccia, 1984].
In the following subsections we derive
maximum likelihood estimators of the correlation dimension.
Subsections
webmaster@rullf2.xs4all.nl