Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems (Q3837348)

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Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
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    Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems (English)
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    8 December 1996
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    Kullback-Leibler information
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    nonlinear time series
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    bandwidth selection
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    locally polynomial regression
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    conditional density
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    partial derivatives
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    measures of sensitivity
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    nonlinear stochastic dynamic systems
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    Fisher information
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    initial-value sensitivity
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    asymptotic normality
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