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

Parameter estimation for multiscale diffusions

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
Times cited : (118)

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