Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data (Q4629948)

From MaRDI portal
scientific article; zbMATH DE number 7044363
Language Label Description Also known as
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)
    0 references
    0 references
    0 references
    0 references
    28 March 2019
    0 references
    0 references
    two dimensional hypoelliptic diffusion
    0 references
    stochastic damping Hamiltonian systems
    0 references
    likelihood estimator
    0 references
    consistency
    0 references
    discretely observed data
    0 references
    0 references