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

Yoon-Jae Whang and Oliver Linton

Journal of Econometrics, 1999, vol. 91, issue 1, 1-42

Date: 1999
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Working Paper: The Asymptotic Distribution of Nonparametric Estimates of the Lyapunov Exponent for Stochastic Time Series (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:91:y:1999:i:1:p:1-42

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