Consistent Lyapunov exponent Estimation for one-dimensional dynamical systems
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The author proves the consistency of a nearest neighbor estimator of the Lyapunov exponent for a general class of one-dimensional ergodic dynamical systems. The author shows that this estimator has good practical properties on a set of simulations.
KeywordsDynamical Systems Chaos Ergodicity Lyapunov Exponent Nearest Neighbors Estimation
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