About: Density Estimation for One-Dimensional Dynamical Systems

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Attributs	Valeurs
type	work Article
Is Part Of	http://hub.abes.fr/edp/periodical/ps/2001/volume_5/issue_2001/w
Subject	Relations with probability theory and stochastic processes Uniformly hyperbolic systems (expanding, Anosov, Axiom A, etc.) Time series analysis General theory of processes Stationary processes nonparametric estimation stationary sequences bias decay of correlations invariant probability s-weakly and a-weakly dependent. Central Limit Theorem Dynamical systems Lindeberg theorem
Title	Density Estimation for One-Dimensional Dynamical Systems
Date	2001-01-01(xsd:dateTime)
has manifestation of work	http://hub.abes.fr/edp/periodical/ps/2001/volume_5/issue_2001/psVol5-3/m/print http://hub.abes.fr/edp/periodical/ps/2001/volume_5/issue_2001/psVol5-3/m/web
related by	http://hub.abes.fr/edp/periodical/ps/2001/volume_5/issue_2001/psVol5-3/authorship/1
Author	Prieur, Clémentine
Abstract	In this paper we prove a Central Limit Theorem for standard kernel estimates of the invariant density of one-dimensional dynamical systems. The two main steps of the proof of this theorem are the following: the study of rate of convergence for the variance of the estimator and a variation on the Lindeberg-Rio method. We also give an extension in the case of weakly dependent sequences in a sense introduced by Doukhan and Louhichi.
article type	research-article
publisher identifier	psVol5-3
Date Copyrighted	2001-01-01(xsd:dateTime)
Rights	© EDP Sciences, SMAI, 2001
Rights Holder	EDP Sciences, SMAI
is part of this journal	ESAIM: Probability and Statistics
is primary topic of	http://hub.abes.fr/edp/periodical/ps/2001/volume_5/issue_2001/psVol5-3/w/record

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