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- Title
Distribution of the estimated lyapunov exponents from noisy chaotic time series.
- Authors
Lai, Dejian; Chen, Guanrong
- Abstract
In this paper, we give statistical analyses and simulation studies on the Lyapunov exponents estimated from noisy chaotic time series. Through the Jacobian estimation approach, the asymptotic distribution of the estimated Lyapunov exponents are studied and characterized from the observed noisy chaotic time series. Theoretical results are visualized and verified by numerical simulations.
- Subjects
CENTRAL limit theorem; LYAPUNOV exponents; SIMULATION methods &; models; NUMERICAL analysis; MATHEMATICAL models
- Publication
Journal of Time Series Analysis, 2003, Vol 24, Issue 6, p705
- ISSN
0143-9782
- Publication type
Article
- DOI
10.1111/j.1467-9892.2003.00330.x