Parameter estimation in a multilevel hierarchy of SDEs
C. R. Math. Rep. Acad. Sci. Canada Vol. 25 (3) 2003, pp. 92–96
September 1, 2003
G. Gauthier / D. Kako / J. Vaillancourt
Abstract/Résumé:
Keywords:
AMS Subject Classification: Interacting random processes; statistical mechanics type models; percolation theory 60K35
AMS Subject Classification: Interacting random processes; statistical mechanics type models; percolation theory 60K35
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Parameter estimation in a multilevel hierarchy of SDEs