Sub-sampling and parametric estimation for multiscale dynamics
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Publication:2446521
DOI10.4310/CMS.2013.v11.n4.a3zbMath1412.62111MaRDI QIDQ2446521
Ankita Jain, Arjun Beri, Robert Azencott, Ilya Timofeyev
Publication date: 17 April 2014
Published in: Communications in Mathematical Sciences (Search for Journal in Brave)
Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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