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JOURNALS // Fundamentalnaya i Prikladnaya Matematika // Archive

Fundam. Prikl. Mat., 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

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.

UDC: 519.234.2


 English version:
Journal of Mathematical Sciences (New York), 2022, 262:4, 574–580


© Steklov Math. Inst. of RAS, 2025