Consistent Lyapunov exponent estimation for one-dimensional dynamical systems

DOI10.1007/BF02892054zbMath1066.37048OpenAlexW1971664617MaRDI QIDQ1775946

Salim Lardjane

Publication date: 20 May 2005

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02892054

zbMATH Keywords

chaosconsistencyergodicityLyapunov exponentnearest neighbours estimation

Mathematics Subject Classification ID

Dynamical systems involving maps of the interval (37E05) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

Cites Work

• Determining Lyapunov exponents from a time series
• Determination Lyapunov exponents in deterministic dynamical systems
• The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
• Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression
• Simple mathematical models with very complicated dynamics
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