IDEAS home Printed from https://ideas.repec.org/a/spr/sistpr/v6y2003i3p267-290.html
   My bibliography  Save this article

Modelization and Nonparametric Estimation for Dynamical Systems with Noise

Author

Listed:
  • D. Blanke
  • D. Bosq
  • D. Guégan

Abstract

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.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • D. Blanke & D. Bosq & D. Guégan, 2003. "Modelization and Nonparametric Estimation for Dynamical Systems with Noise," Statistical Inference for Stochastic Processes, Springer, vol. 6(3), pages 267-290, October.
    • Handle: RePEc:spr:sistpr:v:6:y:2003:i:3:p:267-290
    DOI: 10.1023/A:1025861910252
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1023/A:1025861910252
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1023/A:1025861910252?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to look for a different version below or search for a different version of it.

    Other versions of this item:

    References listed on IDEAS

    as
    1. Bosq, Denis, 1995. "Optimal asymptotic quadratic error of density estimators for strong mixing or chaotic data," Statistics & Probability Letters, Elsevier, vol. 22(4), pages 339-347, March.
    2. Dominique Guegan & L. Mercier, 1998. "Non parametric forecasting techniques for mixing chaotic time series," Post-Print halshs-00199145, HAL.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Panova, Anna (Панова, Анна), 2017. "Decision Making Mechanisms at University [Механизмы Принятия Решений В Университете]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 2, pages 132-151, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Michel Harel & Jean-François Lenain & Joseph Ngatchou-Wandji, 2016. "Asymptotic behaviour of binned kernel density estimators for locally non-stationary random fields," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 28(2), pages 296-321, June.
    2. N. Hosseinioun & H. Doosti & H. Nirumand, 2012. "Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences," Statistical Papers, Springer, vol. 53(1), pages 195-203, February.
    3. Biau, Gérard, 2002. "Optimal asymptotic quadratic errors of density estimators on random fields," Statistics & Probability Letters, Elsevier, vol. 60(3), pages 297-307, December.
    4. Leblanc, Frédérique, 1996. "Wavelet linear density estimator for a discrete-time stochastic process: Lp-losses," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 71-84, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:sistpr:v:6:y:2003:i:3:p:267-290. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.