Number of items: 5.
2012
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
2009
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
(No.29).
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.
doi:10.1111/j.1467-9868.2008.00689.x
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.
doi:10.1137/070694806
2004
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.
doi:10.1051/m2an:2004011
This list was generated on Mon Jan 27 08:09:29 2020 GMT.
