3 citations · 3 across the 4 of their papers we have counts for
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Large deviations of slow-fast systems driven by fractional Brownian motion
Siragan Gailus, Ioannis Gasteratos
We consider a multiscale system of stochastic differential equations in which the slow component is perturbed by a small fractional Brownian motion with Hurst index and the…
Typical dynamics and fluctuation analysis of slow-fast systems driven by fractional Brownian motion
Solesne Bourguin, Siragan Gailus, Konstantinos Spiliopoulos
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit ra…
Discrete-Time Statistical Inference for Multiscale Diffusions
Siragan Gailus, Konstantinos Spiliopoulos
We study statistical inference for small-noise-perturbed multiscale dynamical systems under the assumption that we observe a single time series from the slow process only. We const…
Statistical Inference for Perturbed Multiscale Dynamical Systems
Siragan Gailus, Konstantinos Spiliopoulos
We study statistical inference for small-noise-perturbed multiscale dynamical systems. We prove consistency, asymptotic normality, and convergence of all scaled moments of an appro…