Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/104975
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dc.titleA simulation study on the chaotic SETAR (2;1,1) and the local Lyapunov exponent
dc.contributor.authorLim, K.S.
dc.date.accessioned2014-10-28T05:09:37Z
dc.date.available2014-10-28T05:09:37Z
dc.date.issued1999
dc.identifier.citationLim, 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.
dc.identifier.issn03610918
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/104975
dc.description.abstractThis 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.
dc.sourceScopus
dc.subjectChaos
dc.subjectLimit cycle
dc.subjectLocal Lyapunov exponent
dc.subjectSelf-exciting threshold autoregression
dc.subjectStability
dc.typeArticle
dc.contributor.departmentSTATISTICS & APPLIED PROBABILITY
dc.description.sourcetitleCommunications in Statistics Part B: Simulation and Computation
dc.description.volume28
dc.description.issue1
dc.description.page147-163
dc.description.codenCSSCD
dc.identifier.isiutNOT_IN_WOS
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