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

DOI10.1016/S0167-2789(01)00267-6zbMath0981.37036WikidataQ59426217 ScholiaQ59426217MaRDI QIDQ5946136

Simone Giannerini, Rodolfo Rosa

Publication date: 21 March 2002

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

zbMATH Keywords

bootstrapchaotic time seriesresampling methods

Mathematics Subject Classification ID

Characteristic and Lyapunov exponents of ordinary differential equations (34D08) Time series analysis of dynamical systems (37M10) Computational methods for ergodic theory (approximation of invariant measures, computation of Lyapunov exponents, entropy, etc.) (37M25)

Related Items (5)

TESTING CHAOTIC DYNAMICS IN SYSTEMS WITH TWO POSITIVE LYAPUNOV EXPONENTS: A BOOTSTRAP SOLUTION ⋮ Estimation of Lyapunov spectrum and model selection for a chaotic time series ⋮ Estimating Lyapunov exponents on a noisy environment by global and local Jacobian indirect algorithms ⋮ Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos ⋮ Chaotic phenomena of charged particles in crystal lattices

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