Estimating the Lyapunov Exponent from Chaotic Time Series with Dynamic Noise

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Abstract

In this paper, we propose an estimator of the Lyapunov exponent of the skeleton for chaotic time series with dynamic noise and prove the consistency of the estimator under some assumptions.

Journal

  • Statistical Methodology

    Statistical Methodology 4(4), 461-480, 2007-10

    Elsevier

Codes

  • NII Article ID (NAID)
    120000987954
  • Text Lang
    ENG
  • Article Type
    journal article
  • ISSN
    1572-3127
  • Data Source
    IR 
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