Efficient Estimation of Dynamical Systems

DOI10.2202/1558-3708.1065zbMATH Open1079.91542OpenAlexW2222681226MaRDI QIDQ3368259FDOQ3368259

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

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zbMATH Keywords

asymptotic efficiencydynamical systemsdiffusion processintegrated mean square error

Mathematics Subject Classification ID

Cited In (8)

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

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