scientific article; zbMATH DE number 6323308

zbMath1346.62066MaRDI QIDQ5495115

Patrick Cattiaux, Clémentine Prieur, José Rafael León

Publication date: 31 July 2014

Full work available at URL: http://alea.impa.br/articles/v11/11-16.pdf

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zbMATH Keywords

partial observationshypoelliptic diffusionnonparametric drift estimationhigh frequency estimation

Mathematics Subject Classification ID

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)

Related Items (5)

Estimation for stochastic damping Hamiltonian systems under partial observation. III: Diffusion term ⋮ Adaptive estimation for stochastic damping Hamiltonian systems under partial observation ⋮ Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations ⋮ Parametric inference for hypoelliptic ergodic diffusions with full observations ⋮ Estimating the characteristics of stochastic damping Hamiltonian systems from continuous observations

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