Skip to main content
Keyword: sieve estimation.;
1 result found.
Search again
Return to Latest Publications
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...
March 2002