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Statistical analysis of Lyapunov exponents from time series: A Jacobian approach

โœ Scribed by D. Lai; G. Chen

Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
663 KB
Volume
27
Category
Article
ISSN
0895-7177

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โœฆ Synopsis

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. Some new results under weak conditions are obtained. The theoretical results presented in the paper are illustrated by numerical simulations.

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