An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition

DOI10.1080/02331888.2016.1259807zbMath1378.62048OpenAlexW2559895791MaRDI QIDQ5276166

Patrick Cattiaux, Clémentine Prieur, A. A. Pineda Centeno, José Rafael León

Publication date: 14 July 2017

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2016.1259807

zbMATH Keywords

variance estimationhypoelliptic diffusionfluctuation-dissipation models

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Hypoelliptic equations (35H10)

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