Estimation of probability density function in the case of multiplicative noise
Fundamentalʹnaâ i prikladnaâ matematika, Tome 23 (2020) no. 1, pp. 259-267
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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.
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