Recursive estimation for stochastic damping hamiltonian systems
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DOI: 10.1080/10485252.2015.1046451
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References listed on IDEAS
- Han-Ying Liang & Jong-Il Baek, 2004. "Asymptotic normality of recursive density estimates under some dependence assumptions," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 60(2), pages 155-166, September.
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- Wu, Liming, 2001. "Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems," Stochastic Processes and their Applications, Elsevier, vol. 91(2), pages 205-238, February.
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