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)

Full work available at URL https://doi.org/10.1142/S0218127495001277

zbMATH Keywords

block bootstrap methodsLyapunov exponentMonte Carlo methodtime series

Mathematics Subject Classification ID

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

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• A statistical framework for testing chaotic dynamics via Lyapunov exponents
• Distribution of controlled Lyapunov exponents via the Lai-Chen algorithm
• A NONPARAMETRIC STATISTICAL TEST FOR CHAOS: CUMULATIVE PERIODOGRAM UNDER AN ORDER TRANSFORMATION
• A nonparametric statistical approach in noisy chaos identification
• MAKING A DISCRETE DYNAMICAL SYSTEM CHAOTIC: THEORETICAL RESULTS AND NUMERICAL SIMULATIONS
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• scientific article; zbMATH DE number 853641 (Why is no real title available?)
• Some unresolved issues in nonlinear population dynamics
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