Open Access
2015 Statistical inference for dynamical systems: A review
Kevin McGoff, Sayan Mukherjee, Natesh Pillai
Statist. Surv. 9: 209-252 (2015). DOI: 10.1214/15-SS111


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.


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Kevin McGoff. Sayan Mukherjee. Natesh Pillai. "Statistical inference for dynamical systems: A review." Statist. Surv. 9 209 - 252, 2015.


Received: 1 February 2014; Published: 2015
First available in Project Euclid: 10 November 2015

zbMATH: 1327.62458
MathSciNet: MR3422438
Digital Object Identifier: 10.1214/15-SS111

Primary: 62M09
Secondary: 37A50 , 60G35

Keywords: consistency , dynamical systems , ergodic theory , Parameter estimation

Rights: Copyright © 2015 The author, under a Creative Commons Attribution License

Vol.9 • 2015
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