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