Random walk or chaos: a formal test on the Lyapunov exponent (Q527976)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Random walk or chaos: a formal test on the Lyapunov exponent |
scientific article |
Statements
Random walk or chaos: a formal test on the Lyapunov exponent (English)
0 references
12 May 2017
0 references
Lyapunov exponent
0 references
chaos
0 references
random walk
0 references
unit root
0 references
kernel regression
0 references
Brownian motion
0 references
local time
0 references
stochastic integrals
0 references
0 references
0 references
0 references
0 references