Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions.
Assyr AbdulleGrigorios A. PavliotisAndrea ZanoniPublished in: Stat. Comput. (2022)
Keyphrases
- multiscale
- original data
- data sets
- data collection
- database
- estimation process
- statistical analysis
- computer systems
- data structure
- data sources
- accurate estimation
- data quality
- data objects
- database systems
- raw data
- experimental data
- synthetic data
- training data
- end users
- network structure
- data analysis
- edge detection
- image data
- prior knowledge
- social networks