The intermittency of a time series can be defined as its normalized difference in scaling parameters. We establish the central limit theorem for the estimates of intermittency under the null hypothesis of a random walk. Simulations of random walks indicate that the distribution of intermittency...

In this paper, we give statistical analyses and simulation studies on the Lyapunov exponents estimated from noisy chaotic time series. Through the Jacobian estimation approach, the asymptotic distribution of the estimated Lyapunov exponents are studied and characterized from the observed noisy...