Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations
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Publication:2080286
DOI10.1016/j.spa.2022.08.008zbMath1496.62141arXiv2109.13190OpenAlexW3204887366WikidataQ114130679 ScholiaQ114130679MaRDI QIDQ2080286
Claudia Strauch, Niklas Dexheimer
Publication date: 7 October 2022
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.13190
stationary measurenonparametric estimationhypoelliptic diffusiondrift estimation\(\sup\)-norm adaptive estimation
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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