Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data (Q4961321): Difference between revisions

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scientific article; zbMATH DE number 6967001

Language	Label	Description	Also known as
English	Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data	scientific article; zbMATH DE number 6967001

Statements

instance of

scholarly article

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title

Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data (English)

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zbMATH Open document ID

1417.60051

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DOI

10.1142/S0218202518500434

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published in

Mathematical Models and Methods in Applied Sciences

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publication date

26 October 2018

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full work available at URL

https://arxiv.org/abs/1409.4685

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Mathematics Subject Classification ID

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stochastic differential equation

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parametric inference

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perturbed observation

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convergence

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consistency

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stability

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coarse-graining

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describes a project that uses

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MaRDI publication profile

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arXiv ID

1409.4685

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cites work

Sub-sampling and parametric estimation for multiscale dynamics

0 references

Adaptive sub-sampling for parametric estimation of Gaussian diffusions

0 references

Parametric estimation of stationary stochastic processes under indirect observability

0 references

Measure and integration theory. Transl. from the German by Robert B. Burckel

0 references

Generalized inverses. Theory and applications.

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Q3361799

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Nonparametric statistics for stochastic processes. Estimation and prediction.

0 references

THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE

0 references

Cell Mechanics

0 references

Estimating eddy diffusivities from noisy Lagrangian observations

0 references

Estimation of space-dependent diffusions and potential landscapes from non-equilibrium data

0 references

Diffusion Estimation from Multiscale Data by Operator Eigenpairs

0 references

Q4412314

0 references

Mixing: Properties and examples

0 references

Analysis of multiscale methods for stochastic differential equations

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Q3721531

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Nonlinear time series. Nonparametric and parametric methods

0 references

Statistical inference for perturbed multiscale dynamical systems

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Q5297912

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Large Sample Properties of Generalized Method of Moments Estimators

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Q4395114

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Simulation and inference for stochastic differential equations. With R examples.

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Dimensional reduction in nonlinear filtering: a homogenization approach

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A new framework for extracting coarse-grained models from time series with multiscale structure

0 references

Q4002114

0 references

Higher-order implicit strong numerical schemes for stochastic differential equations

0 references

On Local Mixing Conditions for SDE Approximations

0 references

Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions

0 references

Statistical inference for ergodic diffusion processes.

0 references

Survey of the stability of linear finite difference equations

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Density estimation for a class of continuous time processes

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Q4219536

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Parameter estimation of ordinary differential equations

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An applied mathematics perspective on stochastic modelling for climate

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Q4826106

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Q5509408

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Stochastic differential equations. An introduction with applications.

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Frequency Domain Estimation of Integrated Volatility for Itô Processes in the Presence of Market-Microstructure Noise

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Maximum likelihood drift estimation for multiscale diffusions

0 references

Statistics and high-frequency data

0 references

Parameter estimation for multiscale diffusions

0 references

Multiscale Methods

0 references

Q4947392

0 references

Maximum likelihood estimation for small noise multiscale diffusions

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Introduction to nonparametric estimation

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Numerical techniques for multi-scale dynamical systems with stochastic effects

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Asymptotic Statistics

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Bounds for the Mixing Rate in the Theory of Stochastic Equations

0 references

Q3210657

0 references

Q5510038

0 references

Optimal control of multiscale systems using reduced-order models

0 references

A Tale of Two Time Scales

0 references

0 references

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Sitelinks

Mathematics(1 entry)

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+THE NUMERICAL STABILITY OF STOCHASTIC ORDINARY DIFFERENTIAL EQUATIONS WITH ADDITIVE NOISE
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+Cell Mechanics
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+Estimation of space-dependent diffusions and potential landscapes from non-equilibrium data
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+Diffusion Estimation from Multiscale Data by Operator Eigenpairs
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+Mixing: Properties and examples
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+Analysis of multiscale methods for stochastic differential equations
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+Statistical inference for perturbed multiscale dynamical systems
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Normal rank
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+Simulation and inference for stochastic differential equations. With R examples.
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+Dimensional reduction in nonlinear filtering: a homogenization approach
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+A new framework for extracting coarse-grained models from time series with multiscale structure
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+Higher-order implicit strong numerical schemes for stochastic differential equations
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+On Local Mixing Conditions for SDE Approximations
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+Semiparametric Drift and Diffusion Estimation for Multiscale Diffusions
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+Statistical inference for ergodic diffusion processes.
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+Survey of the stability of linear finite difference equations
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+Density estimation for a class of continuous time processes
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+Parameter estimation of ordinary differential equations
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+An applied mathematics perspective on stochastic modelling for climate
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+Stochastic differential equations. An introduction with applications.
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+Frequency Domain Estimation of Integrated Volatility for Itô Processes in the Presence of Market-Microstructure Noise
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+Maximum likelihood drift estimation for multiscale diffusions
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+Statistics and high-frequency data
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+Parameter estimation for multiscale diffusions
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+Maximum likelihood estimation for small noise multiscale diffusions
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+Introduction to nonparametric estimation
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+Normal rank
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+Numerical techniques for multi-scale dynamical systems with stochastic effects
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@@ Property / cites work @@
+Asymptotic Statistics
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+Normal rank
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+Bounds for the Mixing Rate in the Theory of Stochastic Equations
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+Optimal control of multiscale systems using reduced-order models
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