Lyapunov exponents as a nonparametric diagnostic for stability analysis
作为稳定性分析非参数诊断工具的 Lyapunov 指数
The common observation made in the empirical nonlinear dynamics literature is the constraints imposed by the availability of a limited number of observations in the implementation of the existing algorithms of Lyapunov exponents. The algorithm discussed here can estimate all "n" Lyapunov exponents of an unknown "n"-dimensional dynamical system accurately with limited number of observations. This makes the algorithm attractive for applications to economic as well as financial…