Estimation of probability density function in the case of multiplicative noise
Fundamentalʹnaâ i prikladnaâ matematika, Tome 23 (2020) no. 1, pp. 259-267
In the present paper, we consider the problem of probability density function estimation. Our data has multiplicative noise; therefore, we cannot use direct methods. Our method is based on estimation of coefficients of the Fourier transform for the density function.
@article{FPM_2020_23_1_a14,
author = {E. S. Filatova and A. V. Shklyaev},
title = {Estimation of probability density function in the case of multiplicative noise},
journal = {Fundamentalʹna\^a i prikladna\^a matematika},
pages = {259--267},
year = {2020},
volume = {23},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/FPM_2020_23_1_a14/}
}
TY - JOUR AU - E. S. Filatova AU - A. V. Shklyaev TI - Estimation of probability density function in the case of multiplicative noise JO - Fundamentalʹnaâ i prikladnaâ matematika PY - 2020 SP - 259 EP - 267 VL - 23 IS - 1 UR - http://geodesic.mathdoc.fr/item/FPM_2020_23_1_a14/ LA - ru ID - FPM_2020_23_1_a14 ER -
E. S. Filatova; A. V. Shklyaev. Estimation of probability density function in the case of multiplicative noise. Fundamentalʹnaâ i prikladnaâ matematika, Tome 23 (2020) no. 1, pp. 259-267. http://geodesic.mathdoc.fr/item/FPM_2020_23_1_a14/
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