scientific article; zbMATH DE number 6323308
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Publication:5495115
zbMATH Open1346.62066MaRDI QIDQ5495115FDOQ5495115
Authors: Patrick Cattiaux, Clémentine Prieur, José R. León 
Publication date: 31 July 2014
Full work available at URL: http://alea.impa.br/articles/v11/11-16.pdf
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Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05) Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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- Recursive estimation for stochastic damping Hamiltonian systems
- Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term
- Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
- Parametric inference for hypoelliptic ergodic diffusions with full observations
- Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data
- Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations
- Estimation for stochastic damping Hamiltonian systems under partial observation. I: Invariant density
- Rate of estimation for the stationary distribution of stochastic damping Hamiltonian systems with continuous observations
- An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition
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