Maximum likelihood estimation for small noise multiscale...

Statistical Inference for Stochastic Processes 2013 / 10 Vol. 16; Iss. 3

Maximum likelihood estimation for small noise multiscale diffusions

Spiliopoulos, Konstantinos, Chronopoulou, Alexandra
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Volume:
16
Language:
english
Journal:
Statistical Inference for Stochastic Processes
DOI:
10.1007/s11203-013-9088-8
Date:
October, 2013
File:
PDF, 495 KB
english, 2013
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