Parameter estimation for rough differential equations (2011)
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