Pages that link to "Item:Q734631"
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The following pages link to Maximum likelihood drift estimation for multiscale diffusions (Q734631):
Displayed 28 items.
- Asymptotic replication with modified volatility under small transaction costs (Q287666) (← links)
- Maximum likelihood estimation for small noise multiscale diffusions (Q376710) (← links)
- A transformation approach to modelling multi-modal diffusions (Q393584) (← links)
- Adaptive sub-sampling for parametric estimation of Gaussian diffusions (Q612016) (← links)
- Parametric estimation of stationary stochastic processes under indirect observability (Q637529) (← links)
- Estimation of space-dependent diffusions and potential landscapes from non-equilibrium data (Q691017) (← links)
- Mean field limits for interacting diffusions in a two-scale potential (Q722003) (← links)
- A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752) (← links)
- Statistical inference for perturbed multiscale dynamical systems (Q730344) (← links)
- Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
- Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
- Real-time estimation and prediction of unsteady flows using reduced-order models coupled with few measurements (Q2088358) (← links)
- Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions (Q2128080) (← links)
- A general drift estimation procedure for stochastic differential equations with additive fractional noise (Q2180056) (← links)
- Optimal control of multiscale systems using reduced-order models (Q2513918) (← links)
- Drift estimation of multiscale diffusions based on filtered data (Q2684461) (← links)
- Multiscale Modelling and Inverse Problems (Q2902565) (← links)
- Goodness-of-fit test for ergodic diffusions by discrete-time observations: an innovation martingale approach (Q3021187) (← links)
- Discrete-Time Statistical Inference for Multiscale Diffusions (Q4627436) (← links)
- Parameter estimation via homogenization for stochastic dynamical systems with oscillating coefficients (Q4642386) (← links)
- Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data (Q4961321) (← links)
- Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit (Q5056840) (← links)
- Maximum likelihood estimation for multiscale Ornstein–Uhlenbeck processes (Q5086447) (← links)
- Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
- Quantifying Truncation-Related Uncertainties in Unsteady Fluid Dynamics Reduced Order Models (Q5158919) (← links)
- Diffusion Parameter Estimation for the Homogenized Equation (Q5197626) (← links)
- Filtering the Maximum Likelihood for Multiscale Problems (Q5251773) (← links)
- Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering (Q6180390) (← links)