Parameter estimation for the Langevin equation with stationary-increment Gaussian noise

Tommi Sottinen*, Lauri Viitasaari

*Corresponding author for this work

Research output: Contribution to journalArticleScientificpeer-review

11 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Parameter estimation for the Langevin equation with stationary-increment Gaussian noise'. Together they form a unique fingerprint.

Mathematics