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Jacobian Free Computation of Lyapunov Exponents

✍ Scribed by Luca Dieci


Book ID
110348294
Publisher
Springer US
Year
2002
Tongue
English
Weight
144 KB
Volume
14
Category
Article
ISSN
1040-7294

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Statistical analysis of Lyapunov exponen
✍ D. Lai; G. Chen πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 663 KB

In this paper, we provide a statistical analysis for the Lyapunov exponents estimated from time series. Through the Jacobian estimation approach, the asymptotic distributions of the estimated Lyapunov exponents of discrete-time dynamical systems are studied and characterized baaed on the time series