Random walk or chaos: a formal test on the Lyapunov exponent (Q527976)
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scientific article; zbMATH DE number 6714717
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random walk or chaos: a formal test on the Lyapunov exponent |
scientific article; zbMATH DE number 6714717 |
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Random walk or chaos: a formal test on the Lyapunov exponent (English)
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12 May 2017
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Lyapunov exponent
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chaos
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random walk
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unit root
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kernel regression
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Brownian motion
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local time
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stochastic integrals
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0.8938928
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0.8881337
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0.8857976
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0.8796291
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0.87511605
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0.8744606
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