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.
"Statistical inference for dynamical systems: A review." Statist. Surv. 9 209 - 252, 2015. https://doi.org/10.1214/15-SS111