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math.NA2026
Parameter Estimation for Partially Observed Time-Changed SDEs
Ke Zhao, Ajay Jasra
In this paper we consider the parameter estimation problem associated to partially-observed time changed SDEs, with observations that are given at discrete times. In particular we…
math.NA2025
Asymptotic Variance in the Central Limit Theorem for Multilevel Markovian Stochastic Approximation
Ajay Jasra, Abylay Zhumekenov
In this note we consider the finite-dimensional parameter estimation problem associated to inverse problems. In such scenarios, one seeks to maximize the marginal likelihood associ…