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
收藏
页码：159 / 168
页数：9
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