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An algorithm for determining the chaos of tar(l)

 

作者: K S Lim,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1995）
卷期: Volume 24, issue 2  

页码: 505-522

 

ISSN:0361-0918

 

年代: 1995

 

DOI:10.1080/03610919508813254

 

出版商: Marcel Dekker, Inc.

 

关键词: threshold autoregressive;stability;chaos;Lyapunov exponent

 

数据来源: Taylor

 

摘要:

This paper proposes an algorithm to determine whether a stable threshold autoregressive systemgenerates chaos.

 

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