An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition
DOI10.1080/02331888.2016.1259807zbMATH Open1378.62048OpenAlexW2559895791MaRDI QIDQ5276166FDOQ5276166
Patrick Cattiaux, Clémentine Prieur, A. A. Pineda Centeno, José R. León
Publication date: 14 July 2017
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331888.2016.1259807
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Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Hypoelliptic equations (35H10)
Cites Work
- Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems.
- Exponential and uniform ergodicity of Markov processes
- Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density
- Langevin molecular dynamics derived from Ehrenfest dynamics
- Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term
- Likelihood-Based Estimation of Multidimensional Langevin Models and Its Application to Biomolecular Dynamics
- Inequalities for absolutely regular sequences: application to density estimation
- Explicit parametrix and local limit theorems for some degenerate diffusion processes
- Recursive estimation for stochastic damping hamiltonian systems
Cited In (5)
- Hypoelliptic stochastic Fitzhugh-Nagumo neuronal model: mixing, up-crossing and estimation of the spike rate
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- Existence of periodic probability solutions to Fokker-Planck equations with applications
- Towards mesoscopic ergodic theory
- Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density
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