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20122025
most citedThe epidemiological footprint of contact structures in models with two levels of mixing

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math.ST2012

Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient

Romain Guy, Catherine Laredo, Elisabeta Vergu

We consider a multidimensional diffusion X with drift coefficient b(α,X(t)) and diffusion coefficient εσ(β,X(t)). The diffusion is discretely observed at times t_k=kΔ for k=1..n on…