Pages that link to "Item:Q612016"
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The following pages link to Adaptive sub-sampling for parametric estimation of Gaussian diffusions (Q612016):
Displaying 16 items.
- An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models (Q348513) (← links)
- Maximum likelihood estimation for small noise multiscale diffusions (Q376710) (← links)
- Parametric estimation of stationary stochastic processes under indirect observability (Q637529) (← links)
- A new framework for extracting coarse-grained models from time series with multiscale structure (Q727752) (← links)
- Statistical inference for perturbed multiscale dynamical systems (Q730344) (← links)
- Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
- Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
- Real-time estimation and prediction of unsteady flows using reduced-order models coupled with few measurements (Q2088358) (← links)
- Drift estimation of multiscale diffusions based on filtered data (Q2684461) (← links)
- Multiscale Modelling and Inverse Problems (Q2902565) (← links)
- Discrete-Time Statistical Inference for Multiscale Diffusions (Q4627436) (← links)
- Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data (Q4961321) (← links)
- Maximum likelihood estimation for multiscale Ornstein–Uhlenbeck processes (Q5086447) (← links)
- Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion (Q5157689) (← links)
- Quantifying Truncation-Related Uncertainties in Unsteady Fluid Dynamics Reduced Order Models (Q5158919) (← links)
- Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering (Q6180390) (← links)
