Estimation for Stochastic Damping Hamiltonian Systems under Partial Observation. II Drift term

نویسندگان

  • Patrick Cattiaux
  • José R. León
  • Clémentine Prieur
  • C. Prieur
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.

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تاریخ انتشار 2017