Statistical analysis of Lyapunov exponents from time series: a Jacobian approach.

DOI10.1016/S0895-7177(98)00032-6zbMath1076.62551OpenAlexW1999922495MaRDI QIDQ1596743

Guan-Rong Chen, Dejian Lai

Publication date: 5 May 2002

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0895-7177(98)00032-6

zbMATH Keywords

JacobianSimulationCentral limit theoremStatistical testDynamical system

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Time series analysis of dynamical systems (37M10)

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Cites Work

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