Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression

DOI10.2307/2290206zbMath0782.62045OpenAlexW4240844690MaRDI QIDQ4031051

Stephen P. Ellner, A. Ronald Gallant, Daniel F. McCaffrey, Douglas W. Nychka

Publication date: 1 April 1993

Full work available at URL: https://doi.org/10.2307/2290206

zbMATH Keywords

rate of convergencechaosdynamical systemsnonlinear dynamicsradial basis functionssimulationsconsistent estimatornonparametric regressionprojection pursuitspline methodneural netsadditive noisenonlinear time series modelsthin-plate splinesestimation of Lyapunov exponentsnonlinear autoregressive system

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics (62P99) Dynamical systems and ergodic theory (37-XX)

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