Testing for non-chaoticity under noisy dynamics using the largest Lyapunov exponent
Author:
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Link
http://link.springer.com/content/pdf/10.1007/s00500-019-04595-y.pdf
Reference26 articles.
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3. Bask M (2002) A positive Lyapunov exponent in Swedish exchange rates. Chaos Solitons Fractals 14:1295–1304. https://doi.org/10.1016/s0960-0779(02)00083-8
4. Durbin J, Koopman SJ (2002a) Time series analysis by state space methods. Oxford University Press, Oxford. https://doi.org/10.1093/acprof:oso/9780199641178.001.0001
5. Durbin J, Koopman SJ (2002b) A simple and efficient simulation smoother for state space time series analysis. Biometrika 89(3):603–616. https://doi.org/10.1093/biomet/89.3.603
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