Modelization and nonparametric estimation for dynamical systems with noise

DOI10.1023/A:1025861910252MaRDI QIDQ1421727zbMATH OpenOpenAlexFDO

Authors Delphine Blanke, Denis Bosq, Dominique Guegan

Publication date 3 February 2004

Published in Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1025861910252

zbMATH Keywords

deconvolutioninvariant measuresmall noisepropagation of errors

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Random dynamical systems (37H99)

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• A nonparametric method of estimating nonlinear dynamical system models
• Estimation of the main parameter values of a nonlinear dynamical system with noise in an experiment
• Parameter estimation for Vasicek model driven by a general Gaussian noise
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• Optimal rate for nonparametric estimation in deterministic dynamical systems

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