Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions (Q2128080)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7511146
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions |
scientific article; zbMATH DE number 7511146 |
Statements
Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions (English)
0 references
21 April 2022
0 references
Langevin dynamics
0 references
diffusion process
0 references
homogenization
0 references
parameter estimation
0 references
discrete observations
0 references
eigenvalue problem
0 references
filtering
0 references
martingale estimators
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8234036564826965
0 references
0.80802321434021
0 references
0.8050225973129272
0 references
0.8038654327392578
0 references
0.7967588901519775
0 references
