Publication: Statistical inference for dynamical systems: A review
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Date
2015-01-01
Published Version
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Institute of Mathematical Statistics
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Citation
McGoff, Kevin, Sayan Mukherjee, Natesh Pillai. "Statistical inference for dynamical systems: A review." Statist. Surv. 9 (2015). DOI: 10.1214/15-ss111
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 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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Keywords
Statistics, Probability and Uncertainty, Statistics and Probability
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