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Parameter estimation for multiscale diffusions : an overview
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Pavliotis, Grigorios A., Pokern, Yvo and Stuart, A. M. (2012) Parameter estimation for multiscale diffusions : an overview. In: Statistical methods for stochastic differential equations. Chapman & Hall/CRC Monographs on Statistics & Applied Probability . CRC Press / Taylor & Francis Group, Boca Raton, FL. ISBN 9781439849408
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Official URL: http://www.crcpress.com/product/isbn/9781439849408
| Item Type: | Book Item |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Faculty of Science > Mathematics |
| Series Name: | Chapman & Hall/CRC Monographs on Statistics & Applied Probability |
| Publisher: | CRC Press / Taylor & Francis Group |
| Place of Publication: | Boca Raton, FL |
| ISBN: | 9781439849408 |
| Book Title: | Statistical methods for stochastic differential equations |
| Editor: | Kessler, Mathieu and Lindner, Alexander and Sorensen, Michael |
| Date: | May 2012 |
| Status: | Peer Reviewed |
| Publication Status: | Published |
| Access rights to Published version: | Restricted or Subscription Access |
| URI: | http://wrap.warwick.ac.uk/id/eprint/48179 |
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