Consistency of a likelihood estimator for stochastic damping Hamiltonian systems. Totally observed data
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Publication:4629948
DOI10.1051/ps/2018004zbMath1415.62063OpenAlexW2791898380MaRDI QIDQ4629948
Luis-Angel Rodríguez, José Rafael León
Publication date: 28 March 2019
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/ps/2018004
consistencylikelihood estimatordiscretely observed datastochastic damping Hamiltonian systemstwo dimensional hypoelliptic diffusion
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
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