The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
Yoon-Jae Whang, Oliver Linton
| Year of publication: |
1999
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|---|---|
| Authors: | Whang, Yoon-jae ; Linton, Oliver |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 91.1999, 1, p. 1-42
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| Subject: | Chaostheorie | Chaos theory | Core | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001382153