Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions.
Assyr AbdulleGrigorios A. PavliotisAndrea ZanoniPublished in: CoRR (2021)
Keyphrases
- data sets
- multiscale
- data collection
- data structure
- knowledge discovery
- raw data
- high quality
- data analysis
- training data
- end users
- data points
- input data
- small number
- data distribution
- statistical analysis
- data processing
- data sources
- prior knowledge
- image processing
- database
- computer systems
- missing data
- experimental data
- image segmentation
- change detection
- data quality
- accurate estimation
- estimation process