Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data (Q4629948)
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scientific article; zbMATH DE number 7044363
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| English | Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data |
scientific article; zbMATH DE number 7044363 |
Statements
Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data (English)
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28 March 2019
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two dimensional hypoelliptic diffusion
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stochastic damping Hamiltonian systems
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likelihood estimator
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consistency
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discretely observed data
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0.8066315054893494
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0.7997095584869385
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0.7966355681419373
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