Estimating the Lyapunov exponent from chaotic time series with dynamic noise
From MaRDI portal
Publication:713796
DOI10.1016/j.stamet.2007.02.001zbMath1248.93162MaRDI QIDQ713796
Koji Yonemoto, Takashi Yanagawa
Publication date: 19 October 2012
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2324/3343
Lyapunov exponent; delay time; embedding dimension; \(\varphi \)-mixing; Nadaraya-Watson kernel type estimator
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
93E10: Estimation and detection in stochastic control theory
Related Items
Cites Work
- Noise reduction: Finding the simplest dynamical system consistent with the data
- A noise reduction method for signals from nonlinear systems
- A two-dimensional mapping with a strange attractor
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
- ESTIMATING THE EMBEDDING DIMENSION AND DELAY TIME FROM CHAOTIC TIME SERIES WITH DYNAMIC NOISE
- [https://portal.mardi4nfdi.de/wiki/Publication:3038407 Propri�t�s de convergence presque compl�te du pr�dicteur � noyau]
- Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item