Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions. (2022)
Attributed to:
Nonlocal Partial Differential Equations: entropies, gradient flows, phase transitions and applications
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1007/s11222-022-10081-7
PubMed Identifier: 35527984
Publication URI: http://europepmc.org/abstract/MED/35527984
Type: Journal Article/Review
Volume: 32
Parent Publication: Statistics and computing
Issue: 2
ISSN: 0960-3174