Statistical Tests for Lyapunov Exponents of Deterministic Systems
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| 024 | 7 | 0 | |a 10.2202/1558-3708.1214 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.2202/1558-3708.1214 | ||
| 245 | 0 | 0 | |a Statistical Tests for Lyapunov Exponents of Deterministic Systems |h [Elektronische Daten] |c [Rodney Wolff, Qiwei Yao, Howell Tong] |
| 520 | 3 | |a In order to develop statistical tests for the Lyapunov exponents of deterministic dynamical systems, we develop bootstrap tests based on empirical likelihood for percentiles and expectiles of strictly stationary processes. The percentiles and expectiles are estimated in terms of asymmetric least deviations and asymmetric least squares methods. Asymptotic distributional properties of the estimators are established. | |
| 540 | |a ©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston | ||
| 700 | 1 | |a Wolff |D Rodney |u Queensland University of Technology, r.wolff@qut.edu.au |4 aut | |
| 700 | 1 | |a Yao |D Qiwei |u The London School of Economics and Political Science, United Kingdom, q.yao@lse.ac.uk |4 aut | |
| 700 | 1 | |a Tong |D Howell |u The London School of Economics, United Kingdom and Hong Kong University, Hong Kong, htong@hku.hk |4 aut | |
| 773 | 0 | |t Studies in Nonlinear Dynamics & Econometrics |d De Gruyter |g 8/2(2004-05-18) |q 8:2 |1 2004 |2 8 |o snde | |
| 856 | 4 | 0 | |u https://doi.org/10.2202/1558-3708.1214 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.2202/1558-3708.1214 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Wolff |D Rodney |u Queensland University of Technology, r.wolff@qut.edu.au |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Yao |D Qiwei |u The London School of Economics and Political Science, United Kingdom, q.yao@lse.ac.uk |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Tong |D Howell |u The London School of Economics, United Kingdom and Hong Kong University, Hong Kong, htong@hku.hk |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Studies in Nonlinear Dynamics & Econometrics |d De Gruyter |g 8/2(2004-05-18) |q 8:2 |1 2004 |2 8 |o snde | ||
| 900 | 7 | |b CC0 |u http://creativecommons.org/publicdomain/zero/1.0 |2 nationallicence | |
| 898 | |a BK010053 |b XK010053 |c XK010000 | ||
| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-gruyter | ||