Browsing College of Arts and Science by Author "Linton, Oliver"
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Shintani, Mototsugu; Linton, Oliver (Vanderbilt University, 2001)A positive Lyapunov exponent is one practical definition of chaos. We develop a formal test for chaos in a noisy system based on the consistent standard errors of the nonparametric Lyapunov exponent estimators. When our ...
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Shintani, Mototsugu; Linton, Oliver (Vanderbilt University, 2003)This paper derives the asymptotic distribution of the nonparametric neural network estimator of the Lyapunov exponent in a noisy system. Positivity of the Lyapunov exponent is an operational definition of chaos. We introduce ...