The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series

Whang, YJ; and Linton, Oliver (1999) The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series Journal of Econometrics, 91 (1). pp. 1-42. ISSN 0304-4076
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Item Type Article
Departments LSE
Date Deposited 27 Apr 2007
URI https://researchonline.lse.ac.uk/id/eprint/1586

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