Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions (2021)
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/10.48550/arxiv.2104.10587
Publication URI: https://arxiv.org/abs/2104.10587
Type: Preprint