The problem of spurious Lyapunov exponents in time series analysis and its solution by covariant Lyapunov vectors
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Publication:2841028
DOI10.1088/1751-8113/46/25/254009zbMath1351.37124OpenAlexW2042245058MaRDI QIDQ2841028
Hongliu Yang, Holger Kantz, Günter Radons
Publication date: 24 July 2013
Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1751-8113/46/25/254009
Time series analysis of dynamical systems (37M10) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25)
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