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

DOI10.1142/S0218127495001277MaRDI QIDQ4374552zbMATH OpenFDO

Authors D. Lai, Guanrong Chen

Publication date 10 May 1998

Published in International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

zbMATH Keywords

time seriesLyapunov exponentMonte Carlo methodblock bootstrap methods

Mathematics Subject Classification ID

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

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Cited in

(16)

• MAKING A DISCRETE DYNAMICAL SYSTEM CHAOTIC: THEORETICAL RESULTS AND NUMERICAL SIMULATIONS
• Determining Lyapunov exponents from a time series
• A statistical framework for testing chaotic dynamics via Lyapunov exponents
• Observer-based adaptive control of chaos in nonlinear discrete-time systems using time-delayed state feedback
• Distribution of controlled Lyapunov exponents via the Lai-Chen algorithm
• A NONPARAMETRIC STATISTICAL TEST FOR CHAOS: CUMULATIVE PERIODOGRAM UNDER AN ORDER TRANSFORMATION
• Consistent Lyapunov exponent estimation for one-dimensional dynamical systems
• Observer-based design of set-point tracking adaptive controllers for nonlinear chaotic systems
• Distribution of the estimated lyapunov exponents from noisy chaotic time series
• Lyapunov exponents from time series: Variations for an algorithm
• Effect of parameter calculation in direct estimation of the Lyapunov exponent in short time series
• New resampling method to assess the accuracy of the maximal Lyapunov exponent estimation
• Statistical analysis of Lyapunov exponents from time series: a Jacobian approach.
• A nonparametric statistical approach in noisy chaos identification
• Distribution of controlled Lyapunov exponents: a statistical simulation study.
• Some unresolved issues in nonlinear population dynamics

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