The Role of the Likelihood Function in the Estimation of Chaos Models

T. Ozaki, J. C. Jimenez and V. Haggan‐Ozaki

Journal of Time Series Analysis, 2000, vol. 21, issue 4, 363-387

Abstract: The estimation problem for chaos models defined by deterministic differential equations is discussed, and the important role of the maximum likelihood method in the inferential study of chaos models is highlighted. The usefulness of the likelihood function in the inferential study of chaos is confirmed with numerical examples from the Lorenz chaos model and the Rikitake two disk dynamo chaos model.

Date: 2000
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