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

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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Bibliographic Details
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

Internet

http://scholarbank.nus.edu.sg/handle/10635/104975

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