Maximum likelihood estimation for small noise multiscale diffusions (Q376710): Difference between revisions

From MaRDI portal
RedirectionBot (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1999498950 / rank
 
Normal rank
Property / arXiv ID
 
Property / arXiv ID: 1301.6413 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Tale of Two Time Scales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adaptive sub-sampling for parametric estimation of Gaussian diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sub-sampling and parametric estimation for multiscale dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4189539 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation in stochastic differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small-time asymptotics for fast mean-reverting stochastic volatility models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large deviations for multiscale diffusion via weak convergence methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Importance Sampling for Multiscale Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comparison of homogenization and large deviations, with applications to wavefront propagation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4509488 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4841576 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference for ergodic diffusion processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: An applied mathematics perspective on stochastic modelling for climate / rank
 
Normal rank
Property / cites work
 
Property / cites work: Coarse-Grained Modeling of Multiscale Diffusions: The p-Variation Estimates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood drift estimation for multiscale diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for multiscale diffusions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiscale Methods / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4947392 / rank
 
Normal rank

Latest revision as of 02:35, 7 July 2024

scientific article
Language Label Description Also known as
English
Maximum likelihood estimation for small noise multiscale diffusions
scientific article

    Statements

    Maximum likelihood estimation for small noise multiscale diffusions (English)
    0 references
    19 November 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    parameter estimation
    0 references
    central limit theorem
    0 references
    multiscale diffusions
    0 references
    dynamical systems
    0 references
    rough energy landscapes
    0 references
    0 references
    0 references