Maximum likelihood estimation for small noise multiscale diffusions

DOI10.1007/s11203-013-9088-8zbMath1292.62125arXiv1301.6413MaRDI QIDQ376710

Alexandra Chronopoulou, Konstantinos V. Spiliopoulos

Publication date: 19 November 2013

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.6413

zbMATH Keywords

parameter estimation; dynamical systems; central limit theorem; multiscale diffusions; rough energy landscapes

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

62M05: Markov processes: estimation; hidden Markov models

60G99: Stochastic processes

62M86: Inference from stochastic processes and fuzziness

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