Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system
Bosq, D. ; Guegan, Dominique
HAL, halshs-00199345 / Harvested from HAL
Text on HAL
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.
Publié le : 1995-11-05
Classification:  Nonparametric estimation,  chaotic function,  invariant measure of a dynamical system,  [SHS.ECO]Humanities and Social Sciences/Economies and finances,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR],  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST],  [MATH.MATH-DS]Mathematics [math]/Dynamical Systems [math.DS] 
@article{halshs-00199345,
     author = {Bosq, D. and Guegan, Dominique},
     title = {Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system},
     journal = {HAL},
     volume = {1995},
     number = {0},
     year = {1995},
     language = {en},
     url = {http://dml.mathdoc.fr/item/halshs-00199345}
}

Bosq, D.; Guegan, Dominique. Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system. HAL, Tome 1995 (1995) no. 0, . http://gdmltest.u-ga.fr/item/halshs-00199345/