A maximum likelihood approach to correlation dimension and entropy estimation

E. Olofsen*, J. Degoede, R. Heijungs

*Corresponding author for this work

Research output: Contribution to JournalArticle


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.

Original languageEnglish
Pages (from-to)45-58
Number of pages14
JournalBulletin of Mathematical Biology
Issue number1
Publication statusPublished - Jan 1992


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