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research
Modelization and Nonparametric estimation for a dynamical system with noise
Authors
Delphine Blanke
D. Bosq
Dominique Guegan
Publication date
1 January 2003
Publisher
'Elsevier BV'
Abstract
International audienceWe 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
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HAL-Paris1
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oai:HAL:halshs-00201315v1
Last time updated on 12/11/2016
Archive Ouverte a LUniversite Lyon 2
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oai:HAL:halshs-00201315v1
Last time updated on 13/12/2016