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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos

Shintani, Mototsugu and Linton, Oliver (2004) Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Journal of Econometrics, 120 (1). pp. 1-34. ISSN 0304-4076

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Item Type: Article
Divisions: STICERD
Economics
Subjects: H Social Sciences > H Social Sciences (General)
Date Deposited: 27 Apr 2007
Last Modified: 11 Apr 2024 06:09
URI: http://eprints.lse.ac.uk/id/eprint/1508

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