Pages that link to "Item:Q637529"
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The following pages link to Parametric estimation of stationary stochastic processes under indirect observability (Q637529):
Displaying 4 items.
- A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752) (← links)
- Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
- Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
- Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data (Q4961321) (← links)