Coarse-Grained Modeling of Multiscale Diffusions: The p-Variation Estimates

DOI10.1007/978-3-642-15358-7_8zbMath1222.62104arXiv1002.3241OpenAlexW1926235534MaRDI QIDQ3015682

Anastasia Papavasiliou

Publication date: 13 July 2011

Published in: Stochastic Analysis 2010 (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.3241

zbMATH Keywords

multiscale Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Related Items (3)

Maximum likelihood estimation for small noise multiscale diffusions ⋮ Parameter estimation for rough differential equations ⋮ Diffusion Parameter Estimation for the Homogenized Equation

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