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Article Dans Une Revue Statistics and Probability Letters Année : 1995

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

Résumé

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.

Dates et versions

halshs-00199345 , version 1 (18-12-2007)

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Citer

D. Bosq, Dominique Guegan. Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system. Statistics and Probability Letters, 1995, 25 (3), pp.201-212. ⟨10.1016/0167-7152(94)00223-U⟩. ⟨halshs-00199345⟩
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