Statistical inference for dynamical systems: A review

IF 11 Q1 STATISTICS & PROBABILITY Statistics Surveys Pub Date : 2012-04-27 DOI:10.1214/15-SS111

K. Mcgoff, S. Mukherjee, N. Pillai

引用次数: 38

Abstract

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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动力系统的统计推断:综述

动力系统的统计推断已经在多个领域得到了广泛的研究。在这篇综述中，我们着重于非线性动力系统参数估计的相关方法。我们的目标是将不同学科的结果放在一个共同的环境中，并突出进一步研究的机会。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Statistics Surveys STATISTICS & PROBABILITY-

CiteScore

11.70

自引率

0.00%

发文量

期刊介绍： Statistics Surveys publishes survey articles in theoretical, computational, and applied statistics. The style of articles may range from reviews of recent research to graduate textbook exposition. Articles may be broad or narrow in scope. The essential requirements are a well specified topic and target audience, together with clear exposition. Statistics Surveys is sponsored by the American Statistical Association, the Bernoulli Society, the Institute of Mathematical Statistics, and by the Statistical Society of Canada.

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