Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term
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Publication:303958
DOI10.1214/15-AAP1126zbMath1343.62047arXiv1606.06934OpenAlexW3098494055MaRDI QIDQ303958
Clémentine Prieur, Patrick Cattiaux, José Rafael León
Publication date: 23 August 2016
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.06934
Density estimation (62G07) Central limit and other weak theorems (60F05) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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An overlook on statistical inference issues for stochastic damping hamiltonian systems under the fluctuation-dissipation condition ⋮ Parametric inference for hypoelliptic ergodic diffusions with full observations
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