Weihs, Claus; Busse, Anja M. - Institut für Wirtschafts- und Sozialstatistik, … - 2004
This paper deals with the problem of the discrimination between stable and unstable time series. One criterion for the seperation is given by the size of the Lyapunov exponent, which was originally defined for deterministic systems. However, this paper will show, that the Lyapunov exponent can...