EconPapers    
Economics at your fingertips  
 

Modelization and Nonparametric Estimation for Dynamical Systems with Noise

D. Blanke (), D. Bosq () and D. Guégan ()

Statistical Inference for Stochastic Processes, 2003, vol. 6, issue 3, 267-290

Keywords: invariant measure; nonparametric estimation; dynamical system; small noise; deconvolution; propagation of errors (search for similar items in EconPapers)
Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1023/A:1025861910252 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Modelization and Nonparametric estimation for a dynamical system with noise (2003) Downloads
Working Paper: Modelization and Nonparametric Estimation for a Dynamical System with Noise (1998) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sistpr:v:6:y:2003:i:3:p:267-290

Ordering information: This journal article can be ordered from
http://www.springer. ... ty/journal/11203/PS2

DOI: 10.1023/A:1025861910252

Access Statistics for this article

Statistical Inference for Stochastic Processes is currently edited by Denis Bosq, Yury A. Kutoyants and Marc Hallin

More articles in Statistical Inference for Stochastic Processes from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

 
Page updated 2025-03-20
Handle: RePEc:spr:sistpr:v:6:y:2003:i:3:p:267-290