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0812.3102
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Parameter estimation for rough differential equations
16 December 2008
A. Papavasiliou
Christophe Ladroue
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Papers citing
"Parameter estimation for rough differential equations"
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Title
Maximum Likelihood Drift Estimation for Multiscale Diffusions
A. Papavasiliou
G. Pavliotis
Andrew M. Stuart
55
62
0
19 Jun 2008
1
