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Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system Bosq D. et al Statistics and Probability Letters 25, 3 (1995) 201-212 - http://halshs.archives-ouvertes.fr/halshs-00199345

Author(s)	D. Bosq1, Dominique Guegan ()2
Laboratory	1:  LSTA - Laboratoire de Statistique Théorique et Appliquée http://www.lsta.upmc.fr Université Pierre et Marie Curie [UPMC] - Paris VI Université Pierre et Marie Curie (Paris 6) Tour 15-25 2-ième étage Boite courrier 158 4, place Jussieu 75252 Paris Cedex 05 France 2:  CREST - Centre de Recherche en Économie et Statistique http://www.crest.fr/ INSEE – École Nationale de la Statistique et de l'Administration Économique France
Title	Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system
Fulltext language	English
Abstract	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.
Subject	Humanities and Social Sciences/Economy and finances Mathematics/Probability Mathematics/Statistics Mathematics/Dynamical Systems
DOI	10.1016/0167-7152(94)00223-U
Journal	Statistics and Probability Letters
Audience	international
Publication date	1995-11
Volume	25
	3
Page	201-212
Keyword(s)	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