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

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

Dejian Lai, Guan-Rong Chen

Publication date: 5 May 2002

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

zbMATH Keywords

Jacobian; Simulation; Central limit theorem; Statistical test; Dynamical system

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

37M10: Time series analysis of dynamical systems

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