Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system

DOI10.1016/0167-7152(94)00223-UMaRDI QIDQ1907910zbMATH OpenOpenAlexFDO

Authors Dominique Guegan, Denis Bosq

Publication date 11 March 1996

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(94)00223-u

zbMATH Keywords

convergence ratesdiscrete time dynamical systemestimation of invariant distributions

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 193486 (Why is no real title available?)
• scientific article; zbMATH DE number 4126537 (Why is no real title available?)
• scientific article; zbMATH DE number 735222 (Why is no real title available?)
• Ergodic theory of chaos and strange attractors
• On Estimation of a Probability Density Function and Mode

Cited in

(17)

• Minimax bounds in nonparametric estimation of multidimensional deterministic dynamical systems
• Modelization and nonparametric estimation for dynamical systems with noise
• STATISTICAL ESTIMATION OF THE EMBEDDING DIMENSION OF A DYNAMICAL SYSTEM
• RETRIEVING DYNAMICAL INVARIANTS FROM CHAOTIC DATA USING NARMAX MODELS
• Kernel density estimation for dynamical systems
• Density Estimation for One-Dimensional Dynamical Systems
• Deterministic noises that can be statistically distinguished from the random ones
• Estimation by wavelets in dynamical systems.
• A New Cost Function for Parameter Estimation of Chaotic Systems Using Return Maps as Fingerprints
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
• Finitary reconstruction of a measure preserving transformation
• Reverse chaos may not be a curseexamples of stationary reverse chaotic sequences whose density can be estimated with optimal i.i.d. rate
• scientific article; zbMATH DE number 709518 (Why is no real title available?)
• Non-parametric estimation of deterministically chaotic systems
• A nonparametric statistical approach in noisy chaos identification
• Wavelet shrinkage of a noisy dynamical system with non-linear noise impact
• Adaptive density estimation under weak dependence

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