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Modelization and Nonparametric estimation for a dynamical system with noise

Author

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  • Dominique Guegan

    (IDHE - Institutions et Dynamiques Historiques de l'Economie - ENS Cachan - École normale supérieure - Cachan - UP1 - Université Paris 1 Panthéon-Sorbonne - UP8 - Université Paris 8 - UPN - Université Paris Nanterre - CNRS - Centre National de la Recherche Scientifique)

  • D. Bosq

    (LSTA - Laboratoire de Statistique Théorique et Appliquée - UPMC - Université Pierre et Marie Curie - Paris 6 - CNRS - Centre National de la Recherche Scientifique)

  • Delphine Blanke

    (LSTA - Laboratoire de Statistique Théorique et Appliquée - UPMC - Université Pierre et Marie Curie - Paris 6 - CNRS - Centre National de la Recherche Scientifique)

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.

Suggested Citation

  • Dominique Guegan & D. Bosq & Delphine Blanke, 2003. "Modelization and Nonparametric estimation for a dynamical system with noise," Post-Print halshs-00201315, HAL.
    • Handle: RePEc:hal:journl:halshs-00201315
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00201315v1
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    2. 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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