Exponential inequalities and functional estimations for weak dependent datas ; applications to dynamical systems.

Abstract : 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.
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Contributor : Véronique Maume-Deschamps <>
Submitted on : Sunday, April 9, 2006 - 1:50:30 PM
Last modification on : Thursday, February 7, 2019 - 4:32:02 PM
Long-term archiving on : Saturday, April 3, 2010 - 9:28:00 PM

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Véronique Maume-Deschamps. Exponential inequalities and functional estimations for weak dependent datas ; applications to dynamical systems.. Stoch. Dyn., 2006, pp.535. ⟨10.1142/S0219493706001876⟩. ⟨hal-00022453⟩

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