Statistical inference for dynamical systems: a review (Q895009): Difference between revisions

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+Dynamical State and Parameter Estimation
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+Finitary reconstruction of a measure preserving transformation
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+Multilevel Monte Carlo for Continuous Time Markov Chains, with Applications in Biochemical Kinetics
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+Particle Markov Chain Monte Carlo for Efficient Numerical Simulation
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+Likelihood and Bayesian Prediction of Chaotic Systems
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+Statistics, probability and chaos. With discussion and a rejoinder by the author
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+Exact and Computationally Efficient Likelihood-Based Estimation for Discretely Observed Diffusion Processes (with Discussion)
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+Exact simulation of diffusions
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+Extracting knowledge from time series. An introduction to nonlinear empirical modeling
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+Malaria in Northwest India: Data Analysis via Partially Observed Stochastic Differential Equation Models Driven by Lévy Noise
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+Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
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+Parameter estimation in stochastic differential equations.
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+Hidden Markov processes in the context of symbolic dynamics
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+Introduction to Dynamical Systems
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+An ANOVA test for parameter estimability using data cloning with application to statistical inference for dynamic systems
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+Measurement Error in Nonlinear Models
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+Chaos: A statistical perspective
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+Chaos, fractals and statistics
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+Fluctuations of Observables in Dynamical Systems: From Limit Theorems to Concentration Inequalities
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+A concentration inequality for interval maps with an indifferent fixed point
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+Devroye inequality for a class of non-uniformly hyperbolic dynamical systems
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+Statistical consequences of the Devroye inequality for processes. Applications to a class of non-uniformly hyperbolic dynamical systems
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+Optimal concentration inequalities for dynamical systems
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+Bayesian methods for cosmological parameter estimation from cosmic microwave background measurements
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+Optimal rate of direct estimators in systems of ordinary differential equations linear in functions of the parameters
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+Noise reduction schemes for chaotic time series
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+Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
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+An adaptive sequential Monte Carlo method for approximate Bayesian computation
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+Asymptotics of the maximum likelihood estimator for general hidden Markov models
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+Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
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+Consistency of the maximum likelihood estimator for general hidden Markov models
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+Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
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+Ergodic theory of chaos and strange attractors
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+A Kalman Filter Primer
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+Physiological Pharmacokinetic Analysis Using Population Modeling and Informative Prior Distributions
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+Bayesian inference for differential equations
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+Generic hyperbolicity in the logistic family
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+\(\sqrt{n}\)-consistent parameter estimation for systems of ordinary differential equations: bypassing numerical integration via smoothing
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+On processes which cannot be distinguished by finite observation
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+Simulation and inference for stochastic differential equations. With R examples.
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+Iterated filtering
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+Absolutely continuous invariant measures for one-parameter families of one-dimensional maps
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+Stochastic processes and filtering theory
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+Asymptotic normality of the maximum likelihood estimator in state space models
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+Nonlinear state estimation, indistinguishable states, and the extended Kalman filter
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+Shadowing pseudo-orbits and gradient descent noise reduction
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+Indistinguishable states. I: Pefect model scenario.
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+Indistinguishable states. II: The imperfect model scenario
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+Improved cost functions for modelling of noisy chaotic time series
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+Nonlinear Time Series Analysis
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+Problems in estimating dynamics from data
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+Noise reduction: Finding the simplest dynamical system consistent with the data
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+A Multiresolution Method for Parameter Estimation of Diffusion Processes
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+Bayesian Analysis of Single-Molecule Experimental Data
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+Beneath the noise, chaos
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+Denoising deterministic time series
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+Particle filters and Bayesian inference in financial econometrics
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+Combinatorics, geometry and attractors of quasi-quadratic maps
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+Almost every real quadratic map is either regular or stochastic.
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+Topology-based denoising of chaos
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+Denoising signals corrupted by chaotic noise
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+Bayesian Spatio-Dynamic Modeling in Cell Motility Studies: Learning Nonlinear Taxic Fields Guiding the Immune Response
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+Consistency of maximum likelihood estimation for some dynamical systems
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+Markov chains and stochastic stability
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+On Identifiability of Nonlinear ODE Models and Applications in Viral Dynamics
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+IMPROVED PARAMETER ESTIMATION FROM NOISY TIME SERIES FOR NONLINEAR DYNAMICAL SYSTEMS
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+Estimating a function from ergodic samples with additive noise
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+Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
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+Entropy is the only finitely observable invariant
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+How sampling reveals a process
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+Statistical properties of chaotic systems
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+Chain ladder method: Bayesian bootstrap versus classical bootstrap
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+Nonlinear least-squares estimation
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+Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
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+Asymptotic efficiency and finite-sample properties of the generalized profiling estimation of parameters in ordinary differential equations
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+Identifiability and observability analysis for experimental design in nonlinear dynamical models
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+Convergence properties of gradient descent noise reduction
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+Bayesianly justifiable and relevant frequency calculations for the applied statistician
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+A noise reduction method for signals from nonlinear systems
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+Embedology
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+Dynamics of Bayesian updating with dependent data and misspecified models
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+Sequential Monte Carlo without likelihoods
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+Estimation of parameters in one-dimensional maps from noisy chaotic time series
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+A guide to using shadowing filters for forecasting and state estimation
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+Parameter uncertainty in biochemical models described by ordinary differential equations
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+A Spline Least Squares Method for Numerical Parameter Estimation in Differential Equations
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+NONLINEAR DYNAMICAL SYSTEM IDENTIFICATION FROM UNCERTAIN AND INDIRECT MEASUREMENTS
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+Bayesian forecasting and dynamic models.
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+Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error
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+Parameter Estimation of Partial Differential Equation Models
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+Statistical properties of dynamical systems with some hyperbolicity
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+What are SRB measures, and which dynamical systems have them?
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+W1808775778
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