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Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data - MaRDI portal

Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data (Q4629948)

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scientific article; zbMATH DE number 7044363
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Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data
scientific article; zbMATH DE number 7044363

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    Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data (English)
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    28 March 2019
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    two dimensional hypoelliptic diffusion
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    stochastic damping Hamiltonian systems
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    likelihood estimator
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    consistency
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    discretely observed data
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