Modelization and Nonparametric estimation for a dynamical system with noise

We examine the effect of two specific noises on a dynamical system. We obtain consistent estimates with their rates of convergence for the invariant density for such a model. Some simulations are provided.

MoreLess

Year of publication:	2003
Authors:	Guegan, Dominique ; Bosq, D. ; Blanke, Delphine
Institutions:	HAL
Subject:	Invariant measure \| Chaos theory \| Non parametric estimation deconvolution

More details

Extent:	application/pdf
Series:	Post-Print.
Type of publication:	Book / Working Paper
Language:	English
Notes:	View the original document on HAL open archive server: http://halshs.archives-ouvertes.fr/halshs-00201315/en/ Published, Journal of Statistical Planning and Inference, 2003, 6, 267 - 290
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008792415