3 papers
math.NA2025
Nonparametric estimation of homogenized invariant measures from multiscale data via Hermite expansion
Jaroslav I. Borodavka, Max Hirsch, Sebastian Krumscheid +1
We consider the problem of density estimation in the context of multiscale Langevin diffusion processes, where a single-scale homogenized surrogate model can be derived. In particu…
math.PR2025
Limit Theorems for One-Dimensional Homogenized Diffusion Processes
Jaroslav I. Borodavka, Sebastian Krumscheid
We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\vare…
stat.ME2025
A Minimum Distance Estimator Approach for Misspecified Ergodic Processes
Jaroslav I. Borodavka, Sebastian Krumscheid, Grigorios A. Pavliotis
We propose a minimum distance estimator (MDE) for parameter identification in misspecified models characterized by a sequence of ergodic stochastic processes that converge weakly t…