The bootstrap and Lyapunov exponents in deterministic chaos (Q1808258): Difference between revisions
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Revision as of 05:46, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The bootstrap and Lyapunov exponents in deterministic chaos |
scientific article |
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The bootstrap and Lyapunov exponents in deterministic chaos (English)
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6 December 1999
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The authors discuss ``applicability'' of the bootstrap to nonlinear stochastic system. Due to the matrix multiplication does not commute, one cannot make specific proposal for bootstrap confidence bounds and as a result the traditional bootstrap cannot be applied when estimating multiplicative ergodic statistics. They suggest a new approach towards quantifying the minimum duration of observation required to estimate global Lyapunov exponents.
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Lyapunov exponent
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nonlinear stochastic system
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bootstrap approach
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chaos
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