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| Detailed view | Article in peer-reviewed journal |
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| Statistics and Probability Letters 25, 3 (1995) 201-212 |
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| Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system |
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| D. Bosq1Dominique Guegan2 |
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| Let (Xt), Image be Image valued stochastic process defined by a discrete time dynamical system as Xt = phi(Xt−1, T = 1,2,..., where phi is some nonlinear function preserving a probability measure say μ, we estimate phi and the density -f of μ without using special condition on the analytical form of phi, with nonparametric methods and some convergence rates are given. |
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| 1: | LSTA - Laboratoire de Statistique Théorique et Appliquée |
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| 2: | CREST - Centre de Recherche en Économie et Statistique |
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| Nonparametric estimation – chaotic function – invariant measure of a dynamical system |
| halshs-00199345, version 1 | |
| http://halshs.archives-ouvertes.fr/halshs-00199345 | |
| oai:halshs.archives-ouvertes.fr:halshs-00199345 | |
| From: Dominique Guegan | |
| Submitted on: Tuesday, 18 December 2007 17:38:44 | |
| Updated on: Saturday, 15 March 2008 20:53:56 | |