A statistical framework for testing chaotic dynamics via Lyapunov exponents

DOI10.1016/0167-2789(95)00230-8zbMath0886.58052OpenAlexW2071390412WikidataQ127212407 ScholiaQ127212407MaRDI QIDQ1904329

Ramazan Gençay

Publication date: 19 December 1995

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-2789(95)00230-8

zbMATH Keywords

Lyapunov exponentstesting chaotic dynamics

Mathematics Subject Classification ID

Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Ergodic theory (37A99)

Related Items (9)

Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms ⋮ Confidence intervals and hypothesis testing for the Permutation Entropy with an application to epilepsy ⋮ Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos ⋮ Testing chaotic dynamics via Lyapunov exponents. ⋮ Random walk or chaos: a formal test on the Lyapunov exponent ⋮ Quantifying chaos: a tale of two maps ⋮ The bootstrap and Lyapunov exponents in deterministic chaos ⋮ The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series ⋮ Using genetic algorithms to select architecture of a feedforward artificial neural network

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• Estimating the Lyapunov Exponent of a Chaotic System With Nonparametric Regression
• Ergodic theory of chaos and strange attractors

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