Distribution of the estimated lyapunov exponents from noisy chaotic time series

DOI10.1111/j.1467-9892.2003.00330.xzbMath1053.37030OpenAlexW2052311914MaRDI QIDQ4828164

Dejian Lai, Guan-Rong Chen

Publication date: 24 November 2004

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2003.00330.x

zbMATH Keywords

time seriescentral limit theoremsimulation studyLyapunov exponentnoisy chaos

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

Related Items (2)

A NONPARAMETRIC STATISTICAL TEST FOR CHAOS: CUMULATIVE PERIODOGRAM UNDER AN ORDER TRANSFORMATION ⋮ Optimal Range for the iid Test Based on Integration Across the Correlation Integral

Cites Work

• Determining Lyapunov exponents from a time series
• An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system
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