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Parameter estimation for rough differential equations (2011)

First Author: Papavasiliou A

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/10.1214/11-aos893

Publication URI: http://dx.doi.org/10.1214/11-aos893

Type: Journal Article/Review

Parent Publication: The Annals of Statistics

Issue: 4