Statistical tests for Lyapunov exponents of deterministic systems

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LSE Research Online Article (refereed)

Statistical tests for Lyapunov exponents of deterministic systems Rodney C. Wolff, Qiwei Yao and Howell Tong

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You may cite this version as: Wolff, R.C.; Yao, Q. & Tong, H. (2004). Statistical tests for Lyapunov exponents of deterministic systems [online]. London: LSE Research Online. Available at: http://eprints.lse.ac.uk/archive/00000154

This is an electronic version of an Article published in Studies in nonlinear dynamics & econometrics, 8 (2). © 2004 Berkeley Electronic Press. http://www.bepress.com/snde/

http://eprints.lse.ac.uk Contact LSE Research Online at: [email protected]

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