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Estimation of Probability Density Function in the Case of Multiplicative Noise

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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.

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References

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Authors and Affiliations

  1. Lomonosov Moscow State University, Moscow, Russia

    E. S. Filatova & A. V. Shklyaev

Authors
  1. E. S. Filatova
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  2. A. V. Shklyaev
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Correspondence to E. S. Filatova.

Additional information

Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 23, No. 1, pp. 259–267, 2020.

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Filatova, E.S., Shklyaev, A.V. Estimation of Probability Density Function in the Case of Multiplicative Noise. J Math Sci 262, 574–580 (2022). https://doi.org/10.1007/s10958-022-05837-5

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  • DOI: https://doi.org/10.1007/s10958-022-05837-5

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