caa a22 4500 378929860 CHVBK 20180305123627.0 cr unu---uuuuu 161128e20040518xx s 000 0 eng 10.2202/1558-3708.1214 doi (NATIONALLICENCE)gruyter-10.2202/1558-3708.1214 Statistical Tests for Lyapunov Exponents of Deterministic Systems [Elektronische Daten] [Rodney Wolff, Qiwei Yao, Howell Tong] 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. ©2011 Walter de Gruyter GmbH & Co. KG, Berlin/Boston Wolff Rodney Queensland University of Technology, r.wolff@qut.edu.au aut Yao Qiwei The London School of Economics and Political Science, United Kingdom, q.yao@lse.ac.uk aut Tong Howell The London School of Economics, United Kingdom and Hong Kong University, Hong Kong, htong@hku.hk aut Studies in Nonlinear Dynamics & Econometrics De Gruyter 8/2(2004-05-18) 8:2 2004 8 snde https://doi.org/10.2202/1558-3708.1214 text/html Onlinezugriff via DOI 1 research article jats NATIONALLICENCE 856 40 https://doi.org/10.2202/1558-3708.1214 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Wolff Rodney Queensland University of Technology, r.wolff@qut.edu.au aut NATIONALLICENCE 700 1- Yao Qiwei The London School of Economics and Political Science, United Kingdom, q.yao@lse.ac.uk aut NATIONALLICENCE 700 1- Tong Howell The London School of Economics, United Kingdom and Hong Kong University, Hong Kong, htong@hku.hk aut NATIONALLICENCE 773 0- Studies in Nonlinear Dynamics & Econometrics De Gruyter 8/2(2004-05-18) 8:2 2004 8 snde CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-gruyter