Distribution of the estimated lyapunov exponents from noisy chaotic time series

In this paper, we give statistical analyses and simulation studies on the Lyapunov exponents estimated from noisy chaotic time series. Through the Jacobian estimation approach, the asymptotic distribution of the estimated Lyapunov exponents are studied and characterized from the observed noisy chaotic time series. Theoretical results are visualized and verified by numerical simulations. Copyright 2003 Blackwell Publishing Ltd.

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Year of publication:	2003
Authors:	Lai, Dejian ; Chen, Guanrong
Published in:	Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 24.2003, 6, p. 705-720
Publisher:	Wiley Blackwell

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005260746