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Computational Statistics

, Volume 19, Issue 2, pp 159–168 | Cite as

Consistent Lyapunov exponent Estimation for one-dimensional dynamical systems

  • Salim LardjaneEmail author
Article
  • 73 Downloads

Summary

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.

Keywords

Dynamical Systems Chaos Ergodicity Lyapunov Exponent Nearest Neighbors Estimation 

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Copyright information

© Physica-Verlag 2004

Authors and Affiliations

  1. 1.Laboratoire de Statistique et Modélisation ENSAIUniversité de Bretagne Sud & CREST CRESTBruzFrance

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