1 citations · 1 across the 3 of their papers we have counts for
3 papers
Statistical Inference for Homogenization Limits Driven by Wiener or Hermite Processes
Pablo Ramses Alonso-Martin
We study the effective estimation of the diffusivity and Hurst parameter for the homogenized limit of a class of slow/fast systems. Depending on the system parameters, this limit s…
Statistical Inference for Fractional Diffusions
Pablo Ramses Alonso-Martin, Horatio Boedihardjo, Anastasia Papavasiliou
This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first…
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…