(1) Laboratoire de Statistique et Modélisation ENSAI, Université de Bretagne Sud & CREST CREST, Rue Blaise Pascal, 35170 Bruz, France
Abstract:
Summary The author proves the consistency of a nearest neighbor estimator of the Lyapunov exponent for a general class of one-dimensional ergodic dynamical systems. The author shows that this estimator has good practical properties on a set of simulations.
