Statistical inference for the rough homogenization limit of multiscale fractional Ornstein-Uhlenbeck processes

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Published inElectronic communications in probability Vol. 30; no. none
Main Authors Alonso-Martin, Pablo Ramses, Boedihardjo, Horatio, Papavasiliou, Anastasia
Format Journal Article
LanguageEnglish
Published 01.01.2025
Online AccessGet full text
ISSN1083-589X
1083-589X
DOI10.1214/25-ECP677

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Author Papavasiliou, Anastasia
Boedihardjo, Horatio
Alonso-Martin, Pablo Ramses
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Cites_doi 10.1007/s440-000-8016-7
10.1137/20M135813X
10.1007/978-3-662-06400-9
10.1080/17442508.2018.1424853
10.1090/S0002-9947-2015-06272-2
10.1007/s10959-020-01044-7
10.1016/j.jmaa.2006.07.100
10.1142/S0219493721500301
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10.1214/25-ECP677SUPP
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10.1016/j.spa.2017.08.019
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Title Statistical inference for the rough homogenization limit of multiscale fractional Ornstein-Uhlenbeck processes
Volume 30
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