Pages that link to "Item:Q1298473"
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The following pages link to The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series (Q1298473):
Displayed 18 items.
- Random walk or chaos: a formal test on the Lyapunov exponent (Q527976) (← links)
- Assessing nonlinear structures in real exchange rates using recurrence plot strategies (Q700846) (← links)
- Estimating the Lyapunov exponent from chaotic time series with dynamic noise (Q713796) (← links)
- A dynamic factor approach to nonlinear stability analysis (Q844759) (← links)
- A positive Lyapunov exponent in Swedish exchange rates? (Q1419065) (← links)
- No evidence of chaos but some evidence of dependence in the US stock market. (Q1419354) (← links)
- Consistent Lyapunov exponent estimation for one-dimensional dynamical systems (Q1775946) (← links)
- Solving the chaos model-data paradox in the cryptocurrency market (Q2045933) (← links)
- Chaotic signals inside some tick-by-tick financial time series (Q2120710) (← links)
- Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos (Q2439050) (← links)
- EMU and the stability and volatility of foreign exchange: some empirical evidence (Q2483610) (← links)
- Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms (Q2673957) (← links)
- SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES (Q3367664) (← links)
- A BAYESIAN CLASSIFICATION APPROACH TO MONETARY AGGREGATION (Q3395274) (← links)
- ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE (Q4676125) (← links)
- ECONOMETRIC ANALYSIS OF VOLATILITY COMPONENT MODELS (Q5247357) (← links)
- TESTING CHAOTIC DYNAMICS IN SYSTEMS WITH TWO POSITIVE LYAPUNOV EXPONENTS: A BOOTSTRAP SOLUTION (Q5297292) (← links)
- Multiscale analysis of economic time series by scale-dependent Lyapunov exponent (Q5746760) (← links)