Nonparametric Density Estimation for Deterministic Dynamical Systems.

We study the estimation of the marginal probability density function of an observable process associated to a weak bernoulli deterministic dynamical system. We use the Parzen-Rosenblatt naive kernel estimator and state conditions under which it is consistent in quadratic mean. We then discuss optimal attainable rates of convergence and finally prove the asymptotic normality of our estimator.

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Year of publication:	1999
Authors:	Lardjane, S.
Subject:	DYNAMIC ANALYSIS \| ESTIMATOR \| STATISTICAL ANALYSIS

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Type of publication:	Book / Working Paper
Notes:	30 pages
Classification:	C40 - Econometric and Statistical Methods: Special Topics. General ; C13 - Estimation ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005671523