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文章基本信息

  • 标题:Statistical inference for dynamical systems: A review
  • 作者:Kevin McGoff ; Sayan Mukherjee ; Natesh Pillai
  • 期刊名称:Statistics Surveys
  • 印刷版ISSN:1935-7516
  • 出版年度:2015
  • 卷号:9
  • 页码:209-252
  • DOI:10.1214/15-SS111
  • 语种:English
  • 出版社:Statistics Surveys
  • 摘要:The topic of statistical inference for dynamical systems has been studied widely across several fields. In this survey we focus on methods related to parameter estimation for nonlinear dynamical systems. Our objective is to place results across distinct disciplines in a common setting and highlight opportunities for further research.
  • 关键词:Parameter estimation; consistency; dynamical systems; ergodic theory
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