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Estimating the Lyapunov exponent from chaotic time series with dynamic noise

Authors:	Koji Yonemoto Takashi Yanagawa

Affiliation:	^aDepartment of Medicine and Clinical Science, Graduate School of Medical Sciences, Kyushu University, Health C&C Center, Kubara 1822-1, Hisayama Town, Kasuya-gun, Fukuoka 811-2501, Japan;^bBiostatistics Center, Kurume University, 67 Asahi-machi, Kurume, 830-0011, Japan

Abstract:	In this paper, we propose an estimator of the Lyapunov exponent of the skeleton for chaotic time series with dynamic noise and prove the consistency of the estimator under some assumptions.

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