Skip to Main content Skip to Navigation
Journal articles

Recursive Estimation for Stochastic Damping Hamiltonian Systems

Abstract : In this paper, we complete our previous works (Cattiaux, Leon and Prieur, 2014-a, b and c) on the (non-parametric) estimation of the characteristics (invariant density, drift term,variance term) of some ergodic hamiltonian systems, under partial observations. More precisely, we introduce recursive estimators using the full strength of the ergodic behavior. We compare the theoretical results obtained with these estimators to the results we proved for the ones we have introduced previously.
Complete list of metadata

Cited literature [20 references]  Display  Hide  Download
Contributor : Clémentine Prieur <>
Submitted on : Friday, October 3, 2014 - 3:10:54 PM
Last modification on : Wednesday, June 9, 2021 - 10:00:09 AM
Long-term archiving on: : Sunday, January 4, 2015 - 10:46:27 AM


Files produced by the author(s)



Patrick Cattiaux, José R. Leon, Clémentine Prieur. Recursive Estimation for Stochastic Damping Hamiltonian Systems. Journal of Nonparametric Statistics, American Statistical Association, 2015, 27 (3), pp.401-424. ⟨10.1080/10485252.2015.1046451⟩. ⟨hal-01071252⟩



Record views


Files downloads