$A general drift estimation procedure for stochastic differential equations with additive fractional noise$

A general drift estimation procedure for stochastic differential equations with additive fractional noise

26 March 2019

Papers citing "A general drift estimation procedure for stochastic differential equations with additive fractional noise"

1 / 1 papers shown

Title
Maximum Likelihood Drift Estimation for Multiscale Diffusions A. Papavasiliou G. Pavliotis Andrew M. Stuart 67 65 0 19 Jun 2008