The bootstrap and Lyapunov exponents in deterministic chaos

DOI10.1016/S0167-2789(98)00256-5MaRDI QIDQ1808258zbMATH OpenFDO

Authors Christine Ziehmann, Leonard A. Smith, J. Kurths

Publication date 6 December 1999

Published in Physica D (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0167-2789(98)00256-5

zbMATH Keywords

bootstrap approachchaosLyapunov exponentnonlinear stochastic system

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Observability (93B07) Stochastic systems in control theory (general) (93E03)

Review text

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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Cites work

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Cited in

(13)

• Predictability of extreme waves in the Lorenz-96 model near intermittency and quasi-periodicity
• The bootstrap and Lyapunov exponents in deterministic chaos
• Effects due to induced azimuthal eddy currents in a self-exciting Faraday disk homopolar dynamo with a nonlinear series motor. I: Two special cases
• Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?
• Confidence intervals and hypothesis testing for the permutation entropy with an application to epilepsy
• Statistical Tests for Lyapunov Exponents of Deterministic Systems
• NONLINEAR METHODS OF CARDIOVASCULAR PHYSICS AND THEIR CLINICAL APPLICABILITY
• FINITE TIME BEHAVIOR OF SMALL ERRORS IN DETERMINISTIC CHAOS AND LYAPUNOV EXPONENTS
• Random walk or chaos: a formal test on the Lyapunov exponent
• scientific article; zbMATH DE number 2217378 (Why is no real title available?)
• Chaos measure dynamics in a multifactor model for financial market predictions
• Quantifying chaos: a tale of two maps
• Localized Lyapunov exponents and the prediction of predictability

Describes a project that uses

Uses Software

• bootstrap

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