Determinating Lyapunov Exponents in Deterministic Dynamical Systems.

In this paper, we estimate the Lyapunov exponent using an adapted nearest neighbord method. We justify our methodology using Monte Carlo methods, on the logistic function and the r-adic map.

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Year of publication:	1996
Authors:	Delecroix, M. ; Guegan, D. ; Leorat, G.
Subject:	ECONOMETRICS

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Type of publication:	Book / Working Paper
Notes:	22 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005641021