A simulation study on the chaotic SETAR (2;1,1) and the local Lyapunov exponent

Communications in Statistics Part B: Simulation and Computation

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Main Author:	Lim, K.S.
Other Authors:	STATISTICS & APPLIED PROBABILITY
Format:	Article
Published:	2014
Subjects:	Chaos Limit cycle Local Lyapunov exponent Self-exciting threshold autoregression Stability
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/104975
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Institution:	National University of Singapore

id	sg-nus-scholar.10635-104975
record_format	dspace
spelling	sg-nus-scholar.10635-1049752015-01-15T21:31:53Z A simulation study on the chaotic SETAR (2;1,1) and the local Lyapunov exponent Lim, K.S. STATISTICS & APPLIED PROBABILITY Chaos Limit cycle Local Lyapunov exponent Self-exciting threshold autoregression Stability Communications in Statistics Part B: Simulation and Computation 28 1 147-163 CSSCD 2014-10-28T05:09:37Z 2014-10-28T05:09:37Z 1999 Article 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. 03610918 http://scholarbank.nus.edu.sg/handle/10635/104975 NOT_IN_WOS Scopus
institution	National University of Singapore
building	NUS Library
country	Singapore
collection	ScholarBank@NUS
topic	Chaos Limit cycle Local Lyapunov exponent Self-exciting threshold autoregression Stability
spellingShingle	Chaos Limit cycle Local Lyapunov exponent Self-exciting threshold autoregression Stability Lim, K.S. A simulation study on the chaotic SETAR (2;1,1) and the local Lyapunov exponent
description	Communications in Statistics Part B: Simulation and Computation
author2	STATISTICS & APPLIED PROBABILITY
author_facet	STATISTICS & APPLIED PROBABILITY Lim, K.S.
format	Article
author	Lim, K.S.
author_sort	Lim, K.S.
title	A simulation study on the chaotic SETAR (2;1,1) and the local Lyapunov exponent
title_short	A simulation study on the chaotic SETAR (2;1,1) and the local Lyapunov exponent
title_full	A simulation study on the chaotic SETAR (2;1,1) and the local Lyapunov exponent
title_fullStr	A simulation study on the chaotic SETAR (2;1,1) and the local Lyapunov exponent
title_full_unstemmed	A simulation study on the chaotic SETAR (2;1,1) and the local Lyapunov exponent
title_sort	simulation study on the chaotic setar (2;1,1) and the local lyapunov exponent
publishDate	2014
url	http://scholarbank.nus.edu.sg/handle/10635/104975
_version_	1681093203144474624

A simulation study on the chaotic SETAR (2;1,1) and the local Lyapunov exponent

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