Modelization and Nonparametric Estimation for a Dynamical System with Noise.

We examine the effect if two specific noises (either known or small ones) on a dynamical system. We obtain consistent estimates with their rates of convergence for the invariant density in that context.

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Year of publication:	1998
Authors:	Blanke, D. ; Bosq, D. ; Guegan, D.
Subject:	DYNAMIC ANALYSIS \| TESTING \| REGRESSION ANALYSIS \| ECONOMETRICS

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Type of publication:	Book / Working Paper
Notes:	36 pages
Classification:	C14 - Semiparametric and Nonparametric Methods ; C50 - Econometric Modeling. General ; C10 - Econometric and Statistical Methods: General. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005641178