Parameter estimation for multiscale diffusions

Journal of Statistical Physics

Volumn 127, Issue 4, 2007, Pages 741-781

  Pavliotis, G A ^a   Stuart, A M ^b  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b UNIVERSITY OF WARWICK   (United Kingdom)

Author keywords

Homogenization; Maximum likelihood; Multiscale diffusions; Parameter estimation; Stochastic differential equations; Subsampling

Indexed keywords

EID: 34247359516     PISSN: 00224715     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10955-007-9300-6     Document Type: Article

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