COMPUTING THE DISTRIBUTION OF THE LYAPUNOV EXPONENT FROM TIME SERIES: THE ONE-DIMENSIONAL CASE STUDY

DOI10.1142/S0218127495001277zbMath0886.58062MaRDI QIDQ4374552

Dejian Lai, Guan-Rong Chen

Publication date: 10 May 1998

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

zbMATH Keywords

time seriesMonte Carlo methodLyapunov exponentblock bootstrap methods

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Ergodic theory (37A99)

Related Items (8)

Observer-based adaptive control of chaos in nonlinear discrete-time systems using time-delayed state feedback ⋮ A NONPARAMETRIC STATISTICAL TEST FOR CHAOS: CUMULATIVE PERIODOGRAM UNDER AN ORDER TRANSFORMATION ⋮ Observer-based design of set-point tracking adaptive controllers for nonlinear chaotic systems ⋮ Distribution of controlled Lyapunov exponents via the Lai-Chen algorithm ⋮ A nonparametric statistical approach in noisy chaos identification ⋮ MAKING A DISCRETE DYNAMICAL SYSTEM CHAOTIC: THEORETICAL RESULTS AND NUMERICAL SIMULATIONS ⋮ Distribution of controlled Lyapunov exponents: a statistical simulation study. ⋮ Statistical analysis of Lyapunov exponents from time series: a Jacobian approach.

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