The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
type: Item
instance of: scholarly article
title: The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
zbMATH Open document ID: 1041.62503
DOI: 10.1016/S0304-4076(98)00047-5
published in: Journal of Econometrics
publication date: 1999-01-01T00:00:00Z
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F25
zbMATH DE Number: 1326298
zbMATH Keywords: Chaos
zbMATH Keywords: Kernel
zbMATH Keywords: Nonlinear dynamics
zbMATH Keywords: Nonparametric regression
zbMATH Keywords: Semiparametric
author: Yoon-Jae Whang
author: Oliver Linton
describes a project that uses: nlmdl
MaRDI profile type: Publication
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full work available at URL: s0304-4076(98)00047-5
OpenAlex ID: W2068932957
Wikidata QID: Q127212406
description: scientific article; zbMATH DE number 1326298