Article ID Journal Published Year Pages File Type
1151129 Statistical Methodology 2007 20 Pages PDF
Abstract

In this paper, we propose an estimator of the Lyapunov exponent of the skeleton for chaotic time series with dynamic noise and prove the consistency of the estimator under some assumptions.

Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Estimating the Lyapunov exponent from chaotic time series with dynamic noise
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