Maximum Likelihood Drift Estimation for Multiscale Diffusions

19 June 2008

Papers citing "Maximum Likelihood Drift Estimation for Multiscale Diffusions"

4 / 4 papers shown

Title
Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes Pablo-Ramsés Alonso-Martín H. Boedihardjo A. Papavasiliou 25 0 0 12 Jul 2024
$A general drift estimation procedure for stochastic differential equations with additive fractional noise$ A general drift estimation procedure for stochastic differential equations with additive fractional noise Fabien Panloup S. Tindel Maylis Varvenne 27 14 0 26 Mar 2019
Diffusion Parameter Estimation for the Homogenized Equation Theodoros Manikas A. Papavasiliou 10 2 0 02 Jul 2018
Multiscale Modelling and Inverse Problems James Nolen G. Pavliotis Andrew M. Stuart 77 21 0 15 Sep 2010