期刊名称：Latin American Journal of Probability and Mathematical Statistics
电子版ISSN：1980-0436
出版年度：2014
卷号：XI
页码：359-384
出版社：Instituto Nacional De Matemática Pura E Aplicada
摘要：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 theoremfor a non-parametric estimator of the invariant density, under partial observation(only the positions are observed). Here we obtain similarly a central limit theoremfor a non-parametric estimator of the drift term. This theorem relies on the previousresult for the invariant density.
关键词：Hypoelliptic diffusion; Nonparametric drift estimation; Partial obser-;vations; High frequency estimation.
