Number of items: 5.
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
Pokern, Yvo, Papaspiliopoulos, Omiros, Roberts, Gareth O. and Stuart, A. M.
(2009)
Non parametric Bayesian drift estimation for one-dimensional diffusion processes.
Working Paper.
Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2009).
Pokern, Yvo, Stuart, A. M. and Wiberg, Petter.
(2009)
Parameter estimation for partially observed hypoelliptic diffusions.
Royal Statistical Society. Journal. Series B: Statistical Methodology, Vol.71
(No.1).
pp. 49-73.
ISSN 1369-7412
Pokern, Yvo, Stuart, A. M. and Vanden-Eijnden, Eric.
(2009)
Remarks on drift estimation for diffusion processes.
Multiscale Modeling & Simulation, Vol.8
(No.1).
pp. 69-95.
ISSN 1540-3459
Alouges, François, Conti, Sergio, DeSimone, Antonio and Pokern, Yvo.
(2004)
Energetics and switching of quasi-uniform states in small ferromagnetic particles.
ESAIM: Mathematical Modelling and Numerical Analysis, Vol.38
(No.2).
pp. 235-248.
ISSN 0764-583X
This list was generated on Mon May 20 02:59:24 2013 BST.