Exponential inequalities and functional estimations for weak dependent datas ; applications to dynamical systems
动力系统
2016-08-16 v1 统计理论
统计理论
摘要
We estimate density and regression functions for weak dependant datas. Using an exponential inequality obtained by Dedecker and Prieur and in a previous article of the author, we control the deviation between the estimator and the function itself. These results are applied to a large class of dynamical systems and lead to estimations of invariant densities and on the mapping itself.
引用
@article{arxiv.math/0604214,
title = {Exponential inequalities and functional estimations for weak dependent datas ; applications to dynamical systems},
author = {Véronique Maume-Deschamps},
journal= {arXiv preprint arXiv:math/0604214},
year = {2016}
}