Maximum likelihood drift estimation for multiscale diffusions (Q734631)
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scientific article; zbMATH DE number 5614612
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| English | Maximum likelihood drift estimation for multiscale diffusions |
scientific article; zbMATH DE number 5614612 |
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Maximum likelihood drift estimation for multiscale diffusions (English)
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13 October 2009
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multiscale diffusions
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averaging
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homogenization
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maximum likelihood
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0.8469063639640808
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0.8133448958396912
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0.8094947934150696
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0.8074387311935425
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0.8009116649627686
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