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"Eigenfunction martingale estimating functions and filtered data for drift ..."

Assyr Abdulle, Grigorios A. Pavliotis, Andrea Zanoni (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-04-26

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2104-10587
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2104-10587
Assyr Abdulle, Grigorios A. Pavliotis, Andrea Zanoni:
Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions. CoRR abs/2104.10587 (2021)

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