Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/104975
Title: A simulation study on the chaotic SETAR (2;1,1) and the local Lyapunov exponent
Authors: Lim, K.S. 
Keywords: Chaos
Limit cycle
Local Lyapunov exponent
Self-exciting threshold autoregression
Stability
Issue Date: 1999
Citation: Lim, K.S. (1999). A simulation study on the chaotic SETAR (2;1,1) and the local Lyapunov exponent. Communications in Statistics Part B: Simulation and Computation 28 (1) : 147-163. ScholarBank@NUS Repository.
Abstract: This paper uses the local Lyapunov exponent (Wolff (1992)) to show that the dynamics of a chaotic (with and without noise) SETAR(2;1,1) is similar to that of a noisy limit cycle generated from a SETAR(2;1,1). Copyright © 1999 by Marcel Dekker, Inc.
Source Title: Communications in Statistics Part B: Simulation and Computation
URI: http://scholarbank.nus.edu.sg/handle/10635/104975
ISSN: 03610918
Appears in Collections:Staff Publications

Show full item record
Files in This Item:
There are no files associated with this item.

Page view(s)

63
checked on Sep 22, 2022

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.