Estimation of Lyapunov spectrum and model selection for a chaotic time series

DOI10.1016/j.apm.2012.01.024zbMath1349.62414OpenAlexW1992499577MaRDI QIDQ345496

Qinglan Li, Peng-cheng Xu

Publication date: 2 December 2016

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2012.01.024

zbMATH Keywords

Lyapunov spectrumchaotic time serieslocal linear modelpolynomial modelradial basis function model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Inference from stochastic processes and spectral analysis (62M15) Time series analysis of dynamical systems (37M10)

Cites Work

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• New resampling method to assess the accuracy of the maximal Lyapunov exponent estimation
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