Efficient Estimation of Dynamical Systems

DOI10.2202/1558-3708.1065MaRDI QIDQ3368259zbMATH OpenOpenAlexFDO

Authors Stefano M. Iacus

Publication date 27 January 2006

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1065

zbMATH Keywords

asymptotic efficiencydiffusion processdynamical systemsintegrated mean square error

Mathematics Subject Classification ID

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(9)

• Estimation of the parameters of dynamical systems from their accessible domains
• Asymptotic inference for dynamical systems observed with error
• Empirical risk minimization and complexity of dynamical models
• Empirical risk minimization for dynamical systems and stationary processes
• Optimal parameter estimation of dynamical systems using direct transcription methods
• Fast state estimation scheme for multidimensional dynamic systems
• Semiparametric estimation of a functional of the drift coefficient of a dynamical system with small noise
• Semiparametric estimation of the state of a dynamical system with small noise
• Site selection in the US retailing industry

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