Browse by UCL people
Group by: Type | Date
Number of items: 4.
Article
Iguchi, Yuga;
Beskos, Alexandros;
Graham, Matthew;
(2025)
Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions.
Bernoulli
, 31
(1)
pp. 333-358.
10.3150/24-BEJ1730.
(In press).
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Iguchi, Yuga;
Beskos, Alexandros;
Graham, Matthew M;
(2024)
Parameter inference for degenerate diffusion processes.
Stochastic Processes and their Applications
, 174
, Article 104384. 10.1016/j.spa.2024.104384.
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Working / discussion paper
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Iguchi, Yuga;
Beskos, Alexandros;
Graham, Matthew M;
(2022)
Parameter Estimation with Increased Precision for Elliptic and Hypo-elliptic Diffusions.
arXiv: Ithaca, NY, USA.
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Thesis
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Iguchi, Yuga;
(2025)
Statistical Inference for Elliptic and Hypo-elliptic Diffusions: Asymptotic Theory and Numerical Methodologies.
Doctoral thesis (Ph.D), UCL (University College London).
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