An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition

DOI10.1080/02331888.2016.1259807zbMath1378.62048MaRDI QIDQ5276166

Patrick Cattiaux, Clémentine Prieur, A. A. Pineda Centeno, José Rafael 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

zbMATH Keywords

variance estimation; hypoelliptic diffusion; fluctuation-dissipation models

Mathematics Subject Classification ID

62G05: Nonparametric estimation

60F05: Central limit and other weak theorems

62M05: Markov processes: estimation; hidden Markov models

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

35H10: Hypoelliptic equations

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