Adaptive estimation for stochastic damping Hamiltonian systems under partial observation

Title
Adaptive estimation for stochastic damping Hamiltonian systems under partial observation
Authors
Keywords
Adaptive bandwidth selection, Hypoelliptic diffusion, Kernel density estimation, Partial observations
Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume 127, Issue 11, Pages 3689-3718
Publisher
Elsevier BV
Online
2017-03-24
DOI
10.1016/j.spa.2017.03.011

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