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Multiscale Inference for High-Frequency Data
4 March 2008
S. Olhede
A. Sykulski
G. Pavliotis
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Papers citing
"Multiscale Inference for High-Frequency Data"
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Diffusion Parameter Estimation for the Homogenized Equation
Multiscale Modeling & simulation (MMS), 2018
Theodoros Manikas
A. Papavasiliou
183
3
0
02 Jul 2018
Maximum Likelihood Drift Estimation for Multiscale Diffusions
A. Papavasiliou
G. Pavliotis
Andrew M. Stuart
336
66
0
19 Jun 2008
1
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