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Maximum likelihood estimation for multiscale Ornstein-Uhlenbeck processes (2018)

First Author: Zhang F

Attributed to: Parameter Estimation for Rough Differential Equations with Applications to Multiscale Modelling funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1080/17442508.2018.1424853

Publication URI: http://dx.doi.org/10.1080/17442508.2018.1424853

Type: Journal Article/Review

Parent Publication: Stochastics

Issue: 6