$Discrete-time inference for slow-fast systems driven by fractional Brownian motion$

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Discrete-time inference for slow-fast systems driven by fractional Brownian motion

22 July 2020

Papers citing "Discrete-time inference for slow-fast systems driven by fractional Brownian motion"

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Title
Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes Pablo-Ramsés Alonso-Martín H. Boedihardjo A. Papavasiliou 55 0 0 12 Jul 2024