Statistical inference for dynamical systems: a review
Statistics Theory
2012-06-19 v3 Dynamical Systems
Statistics Theory
Abstract
The topic of statistical inference for dynamical systems has been studied extensively across several fields. In this survey we focus on the problem of parameter estimation for non-linear dynamical systems. Our objective is to place results across distinct disciplines in a common setting and highlight opportunities for further research.
Cite
@article{arxiv.1204.6265,
title = {Statistical inference for dynamical systems: a review},
author = {Kevin McGoff and Sayan Mukherjee and Natesh S. Pillai},
journal= {arXiv preprint arXiv:1204.6265},
year = {2012}
}
Comments
Some minor typos corrected