Gencay, Ramazan; Dechert, W. - In: Studies in Nonlinear Dynamics & Econometrics 1 (1996) 3, pp. 145-154
, which for m 2n, is generically an embedding. This is Takens's result. The Jacobian methods for Lyapunov exponents utilize a … embedding occurs at dimension m = n, the Lyapunov exponents of the reconstructed dynamics are the Lyapunov exponents of the … original dynamics. However, if embedding only occurs for an m > n, then the Jacobian method yields m Lyapunov exponents, only n …