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1 IDHE - Institutions et Dynamiques Historiques de l-Economie 2 LSTA - Laboratoire de Statistique Théorique et Appliquée

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.

Keywords : Chaos theory Non parametric estimation deconvolution Invariant measure





Author: Dominique Guegan - D. Bosq - Delphine Blanke -

Source: https://hal.archives-ouvertes.fr/



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