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Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression - MaRDI portal

Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression (Q4031051)

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Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression
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    1 April 1993
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    dynamical systems
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    nonlinear dynamics
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    nonlinear time series models
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    estimation of Lyapunov exponents
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    thin-plate splines
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    nonparametric regression
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    nonlinear autoregressive system
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    additive noise
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    chaos
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    consistent estimator
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    rate of convergence
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    simulations
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    radial basis functions
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    projection pursuit
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    neural nets
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    spline method
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    Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression (English)
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