Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos (Q2439050): Difference between revisions

@@ Property / author @@
-Oliver B. Linton
@@ Property / author: Oliver B. Linton / rank @@
-Normal rank
@@ Property / author @@
+Oliver B. Linton
@@ Property / author: Oliver B. Linton / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+FUNFITS
@@ Property / describes a project that uses: FUNFITS / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Q3838966
@@ Property / cites work: Q3838966 / rank @@
+Normal rank
@@ Property / cites work @@
+A single-blind controlled competition among tests for nonlinearity and chaos
+Normal rank
@@ Property / cites work @@
+Universal approximation bounds for superpositions of a sigmoidal function
+Normal rank
@@ Property / cites work @@
+Characterizing the Degree of Stability of Non-linear Dynamic Models
+Normal rank
@@ Property / cites work @@
+A test for independence based on the correlation dimension
+Normal rank
@@ Property / cites work @@
+Heterogeneous beliefs and routes to chaos in a simple asset pricing model
+Normal rank
@@ Property / cites work @@
+Sieve Extremum Estimates for Weakly Dependent Data
+Normal rank
@@ Property / cites work @@
+Improved rates and asymptotic normality for nonparametric neural network estimators
+Normal rank
@@ Property / cites work @@
+Ergodic theory of chaos and strange attractors
@@ Property / cites work: Ergodic theory of chaos and strange attractors / rank @@
+Normal rank
@@ Property / cites work @@
+Products of Random Matrices
@@ Property / cites work: Products of Random Matrices / rank @@
+Normal rank
@@ Property / cites work @@
+Q5531363
@@ Property / cites work: Q5531363 / rank @@
+Normal rank
@@ Property / cites work @@
+A statistical framework for testing chaotic dynamics via Lyapunov exponents
+Normal rank
@@ Property / cites work @@
+An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system
+Normal rank
@@ Property / cites work @@
+The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms
+Normal rank
@@ Property / cites work @@
+New resampling method to assess the accuracy of the maximal Lyapunov exponent estimation
+Normal rank
@@ Property / cites work @@
+A functional central limit theorem for weakly dependent sequences of random variables
+Normal rank
@@ Property / cites work @@
+Degree of Approximation Results for Feedforward Networks Approximating Unknown Mappings and Their Derivatives
+Normal rank
@@ Property / cites work @@
+Artificial neural networks: an econometric perspective<sup>∗</sup>
+Normal rank
@@ Property / cites work @@
+Q5688317
@@ Property / cites work: Q5688317 / rank @@
+Normal rank
@@ Property / cites work @@
+Random approximants and neural networks
@@ Property / cites work: Random approximants and neural networks / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression
+Normal rank
@@ Property / cites work @@
+Q4249293
@@ Property / cites work: Q4249293 / rank @@
+Normal rank
@@ Property / cites work @@
+On methods of sieves and penalization
@@ Property / cites work: On methods of sieves and penalization / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence rate of sieve estimates
@@ Property / cites work: Convergence rate of sieve estimates / rank @@
+Normal rank
@@ Property / cites work @@
+Q5445942
@@ Property / cites work: Q5445942 / rank @@
+Normal rank
@@ Property / cites work @@
+The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/s0304-4076(03)00205-7
+Normal rank
@@ Property / OpenAlex ID @@
+W2788057238
@@ Property / OpenAlex ID: W2788057238 / rank @@
+Normal rank