Consistent Lyapunov exponent Estimation for one-dimensional dynamical systems

被引：0

作者：

Salim Lardjane

机构：

[1] Université de Bretagne Sud & CREST CREST,Laboratoire de Statistique et Modélisation ENSAI

来源：

Computational Statistics | 2004年 / 19卷

关键词：

Dynamical Systems; Chaos; Ergodicity; Lyapunov Exponent; Nearest Neighbors Estimation;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The author proves the consistency of a nearest neighbor estimator of the Lyapunov exponent for a general class of one-dimensional ergodic dynamical systems. The author shows that this estimator has good practical properties on a set of simulations.

引用

页码：159 / 168

页数：9

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