Publications

Publications

2024 / Predrag Pilipovic, Adeline Samson, Susanne Ditlevsen

Parameter estimation in nonlinear multivariate stochastic differential equations based on splitting schemes

The Annals of Statistics, Vol. 52, No. 2, 842-867
projecteuclid.org/journals/annals-of-statistics/volume-52/issue-2/Parameter-estimation-in-nonlinear-multivariate-stochastic-differential-equations-based-on/10.1214/24-AOS2371.full?tab=ArticleLink
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