首页   按字顺浏览 期刊浏览 卷期浏览 A simulation study on the chaotic setar (2; 1, 1) and the local lyapunov exponent
A simulation study on the chaotic setar (2; 1, 1) and the local lyapunov exponent

 

作者: K S Lim,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1999）
卷期: Volume 28, issue 1  

页码: 147-163

 

ISSN:0361-0918

 

年代: 1999

 

DOI:10.1080/03610919908813540

 

出版商: Marcel Dekker, Inc.

 

关键词: stability;self-exciting threshold autoregression;chaos;limit cycle;local Lyapunov exponent

 

数据来源: Taylor

 

摘要:

This paper uses the local Lyapunov exponent (Wolff (1992)) to show that the dynamics of a chaotic (with and without noise) SETAR(2; l, l)is similar to that of a noisy limit cycle generated from a SETAR(2; 1, 1).

 

点击下载:  PDF (1538KB)



返 回