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

Véronique Maume-Deschamps

math.DSarXiv:math/0604214

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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