The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms

DOI10.2202/1558-3708.1018zbMATH Open1078.39501OpenAlexW2049101463MaRDI QIDQ3368196FDOQ3368196

Authors: Ramazan Gençay, W. Davis Dechert 

Publication date: 27 January 2006

Published in: Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1018

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zbMATH Keywords

Lyapunov exponentsembedded dynamics

Mathematics Subject Classification ID

Dynamical systems in optimization and economics (37N40) Iteration theory, iterative and composite equations (39B12)

Cited In (7)

• Jacobian matrix algorithm for Lyapunov exponents of the discrete fractional maps
• Evaluating Lyapunov exponent spectra with neural networks
• Is the largest Lyapunov exponent preserved in embedded dynamics?
• The topological invariance of Lyapunov exponents in embedded dynamics
• On complex behavior and exchange rate dynamics
• Spurious Lyapunov Exponents Computed from Data
• Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos

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