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Modelization and Nonparametric Estimation for a Dynamical System with Noise

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  • Delphine Blanke

    (Crest)

  • Denis Bosq

    (Crest)

  • Dominique Guegan

    (Crest)

Abstract

We examine the effect of two specific noises on a dynamical system. We obtain consistent estimates with their rates of convergence for the invariant density for such a model. Some simulations are provided.
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Suggested Citation

  • Delphine Blanke & Denis Bosq & Dominique Guegan, 1998. "Modelization and Nonparametric Estimation for a Dynamical System with Noise," Working Papers 98-57, Center for Research in Economics and Statistics.
    • Handle: RePEc:crs:wpaper:98-57
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    Cited by:

    1. Panova, Anna (Панова, Анна), 2017. "Decision Making Mechanisms at University [Механизмы Принятия Решений В Университете]," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 2, pages 132-151, April.

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