4. Mathematics
  5. Statistics Theory

Anastasia Papavasiliou

Mathematics – Statistics Theory

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A Distributed Procedure for Computing Stochastic Expansions with Mathematica

Mathematics – Probability
Scientific paper

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Asymptotic Stability of the optimal filter for non-ergodic signals

Mathematics – Probability
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Coarse-grained modeling of multiscale diffusions: the p-variation estimates

Mathematics – Statistics Theory
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Maximum Likelihood Drift Estimation for Multiscale Diffusions

Mathematics – Statistics Theory
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Parameter estimation for rough differential equations

Mathematics – Probability
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