1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.ST2008
Maximum Likelihood Drift Estimation for Multiscale Diffusions
A. Papavasiliou, G. A. Pavliotis, A. M. Stuart
We study the problem of parameter estimation using maximum likelihood for fast/slow systems of stochastic differential equations. Our aim is to shed light on the problem of model/d…
stat.CO2007★ 1 cited
Particle Filters for Multiscale Diffusions
Anastasia Papavasiliou
We consider multiscale stochastic systems that are partially observed at discrete points of the slow time scale. We introduce a particle filter that takes advantage of the multisca…
math.PR2002
Asymptotic Stability of the optimal filter for non-ergodic signals
Anastasia Papavasiliou
In this paper, we study the problem of estimating a Markov chain (signal) from its noisy partial information , when the transition probability kernel depends on some unknown…