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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: Kessler, Mathieu and Lindner, Alexander and Sorensen, Michael, (eds.) Statistical methods for stochastic differential equations. Chapman & Hall/CRC Monographs on Statistics & Applied Probability . Boca Raton, FL: CRC Press / Taylor & Francis Group. ISBN 9781439849408
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Official URL: http://www.crcpress.com/product/isbn/9781439849408
Item Type: | Book Item | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > 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 | ||||
Official Date: | May 2012 | ||||
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Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
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