{
  "id": "1606.06934",
  "version": "v1",
  "published": "2016-06-22T13:03:38.000Z",
  "updated": "2016-06-22T13:03:38.000Z",
  "title": "Estimation for stochastic damping Hamiltonian systems under partial observation. III. Diffusion term",
  "authors": [
    "Patrick Cattiaux",
    "José R. León",
    "Clémentine Prieur"
  ],
  "comment": "Published at http://dx.doi.org/10.1214/15-AAP1126 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)",
  "journal": "Annals of Applied Probability 2016, Vol. 26, No. 3, 1581-1619",
  "doi": "10.1214/15-AAP1126",
  "categories": [
    "math.PR"
  ],
  "abstract": "This paper is the third part of our study started with Cattiaux, Le\\'{o}n and Prieur [Stochastic Process. Appl. 124 (2014) 1236-1260; ALEA Lat. Am. J. Probab. Math. Stat. 11 (2014) 359-384]. For some ergodic Hamiltonian systems, we obtained a central limit theorem for a nonparametric estimator of the invariant density [Stochastic Process. Appl. 124 (2014) 1236-1260] and of the drift term [ALEA Lat. Am. J. Probab. Math. Stat. 11 (2014) 359-384], under partial observation (only the positions are observed). Here, we obtain similarly a central limit theorem for a nonparametric estimator of the diffusion term.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-06-22T13:03:38.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "stochastic damping hamiltonian systems",
      "partial observation",
      "diffusion term",
      "central limit theorem",
      "stochastic process"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}