Pages that link to "Item:Q2439050"

The following pages link to Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos (Q2439050):

Displaying 17 items.

• A non-parametric independence test using permutation entropy (Q292144) (← links)
• 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)
• A dynamic factor approach to nonlinear stability analysis (Q844759) (← links)
• No evidence of chaos but some evidence of dependence in the US stock market. (Q1419354) (← links)
• Solving the chaos model-data paradox in the cryptocurrency market (Q2045933) (← links)
• Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic? (Q2076249) (← links)
• Chaotic signals inside some tick-by-tick financial time series (Q2120710) (← links)
• Chaos in integer order and fractional order financial systems and their synchronization (Q2201397) (← links)
• High level chaos in the exchange and index markets (Q2630296) (← 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)
• TESTING CHAOTIC DYNAMICS IN SYSTEMS WITH TWO POSITIVE LYAPUNOV EXPONENTS: A BOOTSTRAP SOLUTION (Q5297292) (← links)
• Chaotic time series analysis in economics: Balance and perspectives (Q5347022) (← links)
• Multiscale analysis of economic time series by scale-dependent Lyapunov exponent (Q5746760) (← links)
• Testing for strict stationarity in a random coefficient autoregressive model (Q5861030) (← links)