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

Journal of Econometrics

Volumn 120, Issue 1, 2004, Pages 1-33

  Shintani, Mototsugu ^a   Linton, Oliver ^b  

^a VANDERBILT UNIVERSITY   (United States)

^b LONDON SCHOOL OF ECONOMICS   (United Kingdom)

Author keywords

Artificial neural networks; Nonlinear dynamics; Nonlinear time series; Nonparametric regression; Sieve estimation

Indexed keywords

ASYMPTOTIC STABILITY; CHAOS THEORY; INTEGRATION; LINEAR EQUATIONS; LYAPUNOV METHODS; MATHEMATICAL MODELS; REGRESSION ANALYSIS; THEOREM PROVING;

NONLINEAR TIME SERIES; NONPARAMETRIC REGRESSION; SIEVE ESTIMATION;

NEURAL NETWORKS;

EID: 1542400411     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00205-7     Document Type: Article

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