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

From MaRDI portal





scientific article; zbMATH DE number 955023
Language Label Description Also known as
default for all languages
No label defined
    English
    Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
    scientific article; zbMATH DE number 955023

      Statements

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

      Identifiers