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Showing 1 to 2 of 2 for “"Indirect Observability"”.
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Parametric Estimation of the Heston Model under the Indirect Observability Framework
… stationary non-Gaussian stochastic process with indirect observations. More precisely, we define the unobservable limiting process and the observable approximating process, state necessary hypotheses about both processes under the \emph{Indirect observation framework,} and prove the $L^2$ …
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Data-driven Techniques For Estimation And Stochastic Reduction Of Multiscale Systems
… statistical sense, also referred as \textit{Indirect Observability}. Therefore, there may be inherent difference between the data and the model, leading to the inconsistency of the parametric estimation. The thesis is presented in three parts. In part I (chapter \ref{chapter 2}) of the …