Density Estimation for One-Dimensional Dynamical Systems

DOI10.1051/PS:2001102MaRDI QIDQ4534855zbMATHOpenAlexFDO

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

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Time series analysis of dynamical systems (37M10) Ergodic theory (37A99)

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• About the Lindeberg method for strongly mixing sequences
• Almost sure rates of mixing for i.i.d. unimodal maps
• Convergence of stochastic processes
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• Functional estimation of a density under a new weak dependence condition
• Iterates of expanding maps
• Mixing: Properties and examples
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Nonparametric estimation of the chaotic function and the invariant measure of a dynamical system
• On the Existence of Invariant Measures for Piecewise Monotonic Transformations
• Probabilistic Properties of Deterministic Systems
• Stochastic curve estimation

Cited in

(10)

• Kernel density estimation for dynamical systems
• New dependence coefficients. Examples and applications to statistics
• EXPONENTIAL INEQUALITIES AND FUNCTIONAL ESTIMATIONS FOR WEAK DEPENDENT DATA: APPLICATIONS TO DYNAMICAL SYSTEMS
• Estimating the inter-arrival time density of Markov renewal processes under structural assumptions on the transition distribution
• Density estimation for one-dimensional dynamical systems
• Density estimation for one-dimensional dynamical systems
• SPECTRAL PROPERTIES OF CHAOTIC PROCESSES
• A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates
• Reverse chaos may not be a curseexamples of stationary reverse chaotic sequences whose density can be estimated with optimal i.i.d. rate
• A Cubic Spline Projection Method for Computing Stationary Densities of Dynamical Systems

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