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Fundamentalnaya i Prikladnaya Matematika, 2020, Volume 23, Issue 1, Pages 259–267 (Mi fpm1878)  
Estimation of probability density function in the case of multiplicative noise

E. S. Filatova, A. V. Shklyaev

Lomonosov Moscow State University, Moscow, Russia
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Abstract: 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.
English version:
Journal of Mathematical Sciences (New York), 2022, Volume 262, Issue 4, Pages 574–580
DOI: https://doi.org/10.1007/s10958-022-05837-5
Document Type: Article
UDC: 519.234.2
Language: Russian
Citation: E. S. Filatova, A. V. Shklyaev, “Estimation of probability density function in the case of multiplicative noise”, Fundam. Prikl. Mat., 23:1 (2020), 259–267; J. Math. Sci., 262:4 (2022), 574–580
Citation in format AMSBIB
\Bibitem{FilShk20}
\by E.~S.~Filatova, A.~V.~Shklyaev
\paper Estimation of probability density function in the case of multiplicative noise
\jour Fundam. Prikl. Mat.
\yr 2020
\vol 23
\issue 1
\pages 259--267
\mathnet{http://mi.mathnet.ru/fpm1878}
\transl
\jour J. Math. Sci.
\yr 2022
\vol 262
\issue 4
\pages 574--580
\crossref{https://doi.org/10.1007/s10958-022-05837-5}
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