Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system

Let (Xt), be 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 [mu], we estimate [phi] and the density -f of [mu] without using special condition on the analytical form of [phi], with nonparametric methods and some convergence rates are given.

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Year of publication:	1995
Authors:	Bosq, D. ; Guégan, D.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 25.1995, 3, p. 201-212
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005137675