13 citations · 15 across the 12 of their papers we have counts for
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Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes
Pablo Ramses Alonso-Martin, Horatio Boedihardjo, Anastasia Papavasiliou
We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven b…
Diffusion Parameter Estimation for the Homogenized Equation
Theodoros Manikas, Anastasia Papavasiliou
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow…
Approximate Likelihood Construction for Rough Differential Equations
Anastasia Papavasiliou, Kasia B. Taylor
The paper is split in two parts: in the first part, we construct the exact likelihood for a discretely observed rough differential equation, driven by a piecewise linear path. In t…
Coarse-grained modeling of multiscale diffusions: the p-variation estimates
Anastasia Papavasiliou
We study the problem of estimating parameters of the limiting equation of a multiscale diffusion in the case of averaging and homogenization, given data from the corresponding mult…
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…