COMPUTING THE DISTRIBUTION OF THE LYAPUNOV EXPONENT FROM TIME SERIES: THE ONE-DIMENSIONAL CASE STUDY
From MaRDI portal
Publication:4374552
DOI10.1142/S0218127495001277zbMATH Open0886.58062MaRDI QIDQ4374552FDOQ4374552
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)
Recommendations
- Lyapunov exponents from time series: Variations for an algorithm
- scientific article; zbMATH DE number 19553
- Determining Lyapunov exponents from a time series
- scientific article; zbMATH DE number 853641
- Distribution of the estimated lyapunov exponents from noisy chaotic time series
- Consistent Lyapunov exponent estimation for one-dimensional dynamical systems
- Estimating the Lyapunov exponent from chaotic time series with dynamic noise
- Lyapunov exponents from observed time series
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Ergodic theory (37A99)
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
This page was built for publication: COMPUTING THE DISTRIBUTION OF THE LYAPUNOV EXPONENT FROM TIME SERIES: THE ONE-DIMENSIONAL CASE STUDY
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4374552)
