An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition
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Publication:5276166
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
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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