Density Estimation for One-Dimensional Dynamical Systems
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Publication:4534855
DOI10.1051/PS:2001102zbMATH Open1054.60030OpenAlexW2057530231MaRDI QIDQ4534855FDOQ4534855
Authors: Clémentine Prieur 
Publication date: 11 June 2002
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=PS_2001__5__51_0
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Central limit and other weak theorems (60F05) Time series analysis of dynamical systems (37M10) Ergodic theory (37A99)
Cites Work
- Mixing: Properties and examples
- Title not available (Why is that?)
- Convergence of stochastic processes
- Title not available (Why is that?)
- On the Existence of Invariant Measures for Piecewise Monotonic Transformations
- Decay of correlations for piecewise expanding maps.
- A new weak dependence condition and applications to moment inequalities
- A triangular central limit theorem under a new weak dependence condition
- Functional estimation of a density under a new weak dependence condition
- NONPARAMETRIC ESTIMATORS FOR TIME SERIES
- About the Lindeberg method for strongly mixing sequences
- Probabilistic Properties of Deterministic Systems
- Title not available (Why is that?)
- About the Berry-Esseen theorem for weakly dependent sequences
- Title not available (Why is that?)
- Title not available (Why is that?)
- Stochastic curve estimation
- Title not available (Why is that?)
- Almost sure rates of mixing for i.i.d. unimodal maps
- Functional estimation for time series. I: Quadratic convergence properties
- Iterates of expanding maps
- Title not available (Why is that?)
- Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system
Cited In (10)
- A Cubic Spline Projection Method for Computing Stationary Densities of Dynamical Systems
- Density estimation for one-dimensional dynamical systems
- Density estimation for one-dimensional dynamical systems
- Kernel density estimation for dynamical systems
- A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates
- SPECTRAL PROPERTIES OF CHAOTIC PROCESSES
- Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
- New dependence coefficients. Examples and applications to statistics
- Reverse chaos may not be a curseexamples of stationary reverse chaotic sequences whose density can be estimated with optimal i.i.d. rate
- EXPONENTIAL INEQUALITIES AND FUNCTIONAL ESTIMATIONS FOR WEAK DEPENDENT DATA: APPLICATIONS TO DYNAMICAL SYSTEMS
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