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Nonparametric Neutral Network Estimation of Lyapunov Exponents and a Direct Test for Chaos
Oliver Linton and Mototsugu Shintani
This paper derives the asymptotic distribution of nonparametric neural network estimator of the Lyapunov exponent in a noisy system proposed by Nychka et al (1992) and others. Positivity of the Lyapunov exponent is an op...Read more...