Discrete-Time Statistical Inference for Multiscale Diffusions

DOI10.1137/17M1147408zbMath1420.60035arXiv1709.02223MaRDI QIDQ4627436

Konstantinos V. Spiliopoulos, Siragan Gailus

Publication date: 11 March 2019

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.02223

zbMATH Keywords

parameter estimation; homogenization; averaging; multiscale diffusions; slow fast

Mathematics Subject Classification ID

60F05: Central limit and other weak theorems

62M05: Markov processes: estimation; hidden Markov models

60J60: Diffusion processes

62M02: Markov processes: hypothesis testing

60G25: Prediction theory (aspects of stochastic processes)