The bootstrap and Lyapunov exponents in deterministic chaos (Q1808258)
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scientific article; zbMATH DE number 1374326
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| English | The bootstrap and Lyapunov exponents in deterministic chaos |
scientific article; zbMATH DE number 1374326 |
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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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0.7615556716918945
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0.7565696835517883
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0.7456269264221191
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0.7456216812133789
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