Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions (Q2128080)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions |
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Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions (English)
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21 April 2022
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Langevin dynamics
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diffusion process
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homogenization
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parameter estimation
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discrete observations
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eigenvalue problem
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filtering
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martingale estimators
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