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A statistical framework for testing chaotic dynamics via Lyapunov exponents

✍ Scribed by Ramazan Gençay


Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
443 KB
Volume
89
Category
Article
ISSN
0167-2789

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✍ Fernando Fernández-Rodríguez; Simón Sosvilla-Rivero; Julián Andrada-Félix 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 170 KB

## Abstract We propose a new test to detect chaotic dynamics, based on the stability of the largest Lyapunov exponent from different sample sizes. This test is applied to the data used in the single‐blind controlled competition tests for non‐linearity and chaos that were generated by Barnett __et a