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

2006/04/10 by Véronique Maume-Deschamps, Maume-Deschamps, Véronique · 2 citations
Mathematics · #37A50 #37D20 #60E15 #Dynamical Systems (math.DS) #FOS: Mathematics #Statistics Theory (math.ST) #math.DS #math.ST #msc:37A50 #msc:37D20 #msc:60E15 #stat.TH

paper · pdf · doi:10.48550/arxiv.math/0604214

arxiv created 2006/04/10 · arxiv updated 2016/08/16

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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