Estimating the Lyapunov exponent from chaotic time series with dynamic noise
type: Item
instance of: scholarly article
title: Estimating the Lyapunov exponent from chaotic time series with dynamic noise
zbMATH Open document ID: 1248.93162
author: Koji Yonemoto
author: Takashi Yanagawa
published in: Statistical Methodology
publication date: 2012-10-19T00:00:00Z
full work available at URL: http://hdl.handle.net/2324/3343
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6095806
zbMATH Keywords: embedding dimension
zbMATH Keywords: delay time
zbMATH Keywords: Nadaraya-Watson kernel type estimator
zbMATH Keywords: \(\varphi \)-mixing
zbMATH Keywords: Lyapunov exponent
MaRDI profile type: Publication
OpenAlex ID: W2077074190
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DOI: 10.1016/J.STAMET.2007.02.001
description: scientific article; zbMATH DE number 6095806