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  • Search: subject:"embedded dynamics"
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Year of publication
Subject
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Lyapunov exponents 3 embedded dynamics 3
Online availability
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Undetermined 3
Type of publication
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Article 3
Type of publication (narrower categories)
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research-article 1
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Undetermined 2 English 1
Author
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Gencay, Ramazan 3 Dechert, W. 2 Dechert, W. Davis 1
Published in...
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Studies in Nonlinear Dynamics & Econometrics 3
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RePEc 2 Other ZBW resources 1
Showing 1 - 3 of 3
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The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms
Gencay, Ramazan; Dechert, W. - In: Studies in Nonlinear Dynamics & Econometrics 1 (2007) 3, pp. 145-154
The method of reconstructing an n-dimensional system from observations is to form vectors of m consecutive observations, which for m 2n, is generically an embedding. This is Takens's result. The Jacobian methods for Lyapunov exponents utilize a function of m variables to model the data, and the...
Persistent link: https://www.econbiz.de/10004966128
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Cover Image
The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms
Gencay, Ramazan; Dechert, W. Davis - In: Studies in Nonlinear Dynamics & Econometrics 1 (1996) 3
The method of reconstructing an n-dimensional system from observations is to form vectors of m consecutive observations, which for m 2n, is generically an embedding. This is Takens's result. The Jacobian methods for Lyapunov exponents utilize a function of m variables to model the data, and the...
Persistent link: https://www.econbiz.de/10014620790
Saved in:
Cover Image
The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms
Gencay, Ramazan; Dechert, W. - In: Studies in Nonlinear Dynamics & Econometrics 1 (1996) 3, pp. 145-154
The method of reconstructing an n-dimensional system from observations is to form vectors of m consecutive observations, which for m 2n, is generically an embedding. This is Takens's result. The Jacobian methods for Lyapunov exponents utilize a function of m variables to model the data, and the...
Persistent link: https://www.econbiz.de/10005246272
Saved in:
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