{"id":"https://openalex.org/W2891284720","doi":"https://doi.org/10.1137/17m1147408","title":"Discrete-Time Statistical Inference for Multiscale Diffusions","display_name":"Discrete-Time Statistical Inference for Multiscale Diffusions","publication_year":2018,"publication_date":"2018-01-01","ids":{"openalex":"https://openalex.org/W2891284720","doi":"https://doi.org/10.1137/17m1147408","mag":"2891284720"},"language":"en","primary_location":{"id":"doi:10.1137/17m1147408","is_oa":false,"landing_page_url":"https://doi.org/10.1137/17m1147408","pdf_url":null,"source":{"id":"https://openalex.org/S4357572","display_name":"Multiscale Modeling and Simulation","issn_l":"1540-3459","issn":["1540-3459","1540-3467"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Multiscale Modeling &amp; Simulation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5013012351","display_name":"Siragan Gailus","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Siragan Gailus","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5103169334","display_name":"Konstantinos Spiliopoulos","orcid":"https://orcid.org/0000-0003-2021-6426"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Konstantinos Spiliopoulos","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.287,"has_fulltext":false,"cited_by_count":9,"citation_normalized_percentile":{"value":0.82839349,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"16","issue":"4","first_page":"1824","last_page":"1858"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11520","display_name":"Advanced Thermodynamics and Statistical Mechanics","score":0.9921000003814697,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9907000064849854,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/asymptotic-distribution","display_name":"Asymptotic distribution","score":0.785378098487854},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7435575723648071},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.7111771106719971},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.6262563467025757},{"id":"https://openalex.org/keywords/statistical-inference","display_name":"Statistical inference","score":0.6036747097969055},{"id":"https://openalex.org/keywords/homogenization","display_name":"Homogenization (climate)","score":0.5593737363815308},{"id":"https://openalex.org/keywords/consistency","display_name":"Consistency (knowledge bases)","score":0.5301966071128845},{"id":"https://openalex.org/keywords/strong-consistency","display_name":"Strong consistency","score":0.4910717010498047},{"id":"https://openalex.org/keywords/delta-method","display_name":"Delta method","score":0.47772762179374695},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.47407808899879456},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.45668187737464905},{"id":"https://openalex.org/keywords/asymptotic-expansion","display_name":"Asymptotic expansion","score":0.42130279541015625},{"id":"https://openalex.org/keywords/asymptotic-analysis","display_name":"Asymptotic analysis","score":0.41690677404403687},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.37344998121261597},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.24612721800804138},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.21476265788078308},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.16533133387565613}],"concepts":[{"id":"https://openalex.org/C65778772","wikidata":"https://www.wikidata.org/wiki/Q12345341","display_name":"Asymptotic distribution","level":3,"score":0.785378098487854},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7435575723648071},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.7111771106719971},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.6262563467025757},{"id":"https://openalex.org/C134261354","wikidata":"https://www.wikidata.org/wiki/Q938438","display_name":"Statistical inference","level":2,"score":0.6036747097969055},{"id":"https://openalex.org/C2778722038","wikidata":"https://www.wikidata.org/wiki/Q17030643","display_name":"Homogenization (climate)","level":3,"score":0.5593737363815308},{"id":"https://openalex.org/C2776436953","wikidata":"https://www.wikidata.org/wiki/Q5163215","display_name":"Consistency (knowledge bases)","level":2,"score":0.5301966071128845},{"id":"https://openalex.org/C31388003","wikidata":"https://www.wikidata.org/wiki/Q7624548","display_name":"Strong consistency","level":3,"score":0.4910717010498047},{"id":"https://openalex.org/C971699","wikidata":"https://www.wikidata.org/wiki/Q1132714","display_name":"Delta method","level":3,"score":0.47772762179374695},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.47407808899879456},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.45668187737464905},{"id":"https://openalex.org/C11683690","wikidata":"https://www.wikidata.org/wiki/Q752726","display_name":"Asymptotic expansion","level":2,"score":0.42130279541015625},{"id":"https://openalex.org/C119047807","wikidata":"https://www.wikidata.org/wiki/Q752718","display_name":"Asymptotic analysis","level":2,"score":0.41690677404403687},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.37344998121261597},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.24612721800804138},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.21476265788078308},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.16533133387565613},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C130217890","wikidata":"https://www.wikidata.org/wiki/Q47041","display_name":"Biodiversity","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/17m1147408","is_oa":false,"landing_page_url":"https://doi.org/10.1137/17m1147408","pdf_url":null,"source":{"id":"https://openalex.org/S4357572","display_name":"Multiscale Modeling and Simulation","issn_l":"1540-3459","issn":["1540-3459","1540-3467"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Multiscale Modeling &amp; Simulation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G8710554737","display_name":null,"funder_award_id":"DMS-1550918","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W1979863594","https://openalex.org/W1995397118","https://openalex.org/W1999498950","https://openalex.org/W2026677648","https://openalex.org/W2037731378","https://openalex.org/W2052394872","https://openalex.org/W2073644805","https://openalex.org/W2080644559","https://openalex.org/W2114335557","https://openalex.org/W2125984586","https://openalex.org/W2129791756","https://openalex.org/W2133787446","https://openalex.org/W2150093523","https://openalex.org/W2152440283","https://openalex.org/W2330963129","https://openalex.org/W2963047439","https://openalex.org/W2963426178","https://openalex.org/W3095114851","https://openalex.org/W3105297204","https://openalex.org/W4238063566","https://openalex.org/W4245280614"],"related_works":["https://openalex.org/W3123593911","https://openalex.org/W4248126265","https://openalex.org/W3021432157","https://openalex.org/W3121988082","https://openalex.org/W2129428590","https://openalex.org/W2131095263","https://openalex.org/W3125855424","https://openalex.org/W1511751337","https://openalex.org/W2258642604","https://openalex.org/W3124009792"],"abstract_inverted_index":{"We":[0,24],"study":[1],"statistical":[2,76],"inference":[3],"for":[4,27],"small-noise-perturbed":[5],"multiscale":[6],"dynamical":[7],"systems":[8],"under":[9,120],"the":[10,20,47,56,61,84,115,124,128,135,142],"assumption":[11],"that":[12],"we":[13,69,91],"observe":[14],"a":[15,41,53,64,79,99,121],"single":[16],"time":[17],"series":[18],"from":[19],"slow":[21,48],"process":[22,49],"only.":[23],"construct":[25],"estimators":[26],"both":[28],"averaging":[29],"and":[30,74,95],"homogenization":[31],"regimes,":[32],"based":[33],"on":[34],"an":[35],"appropriate":[36],"misspecified":[37],"model":[38],"motivated":[39],"by":[40],"second-order":[42],"stochastic":[43],"Taylor":[44],"expansion":[45],"of":[46,55,63,67,78,98,117,130,137],"with":[50],"respect":[51],"to":[52,114],"function":[54],"time-scale":[57],"separation":[58,136],"parameter.":[59],"In":[60],"case":[62,116],"fixed":[65],"number":[66,129],"observations,":[68],"establish":[70,93],"consistency,":[71],"asymptotic":[72,75,96],"normality,":[73],"efficiency":[77],"minimum":[80],"contrast":[81],"estimator":[82],"(MCE),":[83],"limiting":[85],"variance":[86],"having":[87],"been":[88],"identified":[89],"explicitly;":[90],"furthermore":[92],"consistency":[94],"normality":[97],"simplified":[100],"MCE,":[101],"which":[102,127],"is,":[103],"however,":[104],"not,":[105],"in":[106],"general,":[107],"efficient.":[108],"These":[109],"results":[110],"are":[111],"then":[112],"extended":[113],"high-frequency":[118],"observations":[119,131],"condition":[122],"restricting":[123],"rate":[125],"at":[126],"may":[132],"grow":[133],"vis-\u00e0-vis":[134],"scales.":[138],"Numerical":[139],"simulations":[140],"illustrate":[141],"theoretical":[143],"results.":[144]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":2},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1}],"updated_date":"2026-06-11T09:08:48.828518","created_date":"2025-10-10T00:00:00"}
