Estimation for Stochastic Damping Hamiltonian Systems under Partial Observation. II Drift term
نویسندگان
چکیده
This paper is the second part of our study started with Cattiaux et al. (2014). For some ergodic hamiltonian systems we obtained a central limit theorem for a non-parametric estimator of the invariant density, under partial observation (only the positions are observed). Here we obtain similarly a central limit theorem for a non-parametric estimator of the drift term. This theorem relies on the previous result for the invariant density.
منابع مشابه
Estimation for stochastic damping Hamiltonian systems under partial observation. III. Diffusion term
This paper is the third part of our study started with Cattiaux, León and Prieur (2014 2013). For some ergodic hamiltonian systems we obtained a central limit theorem for a non-parametric estimator of the invariant density (Cattiaux et al. 2014) and of the drift term (Cattiaux et al. 2013), under partial observation (only the positions are observed). Here we obtain similarly a central limit the...
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