{"id":"https://openalex.org/W3044661987","doi":"https://doi.org/10.1137/20m135813x","title":"Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion","display_name":"Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion","publication_year":2021,"publication_date":"2021-01-01","ids":{"openalex":"https://openalex.org/W3044661987","doi":"https://doi.org/10.1137/20m135813x","mag":"3044661987"},"language":"en","primary_location":{"id":"doi:10.1137/20m135813x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/20m135813x","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 & Simulation","raw_type":"journal-article"},"type":"preprint","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2007.11665","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5006874400","display_name":"Solesne Bourguin","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Solesne Bourguin","raw_affiliation_strings":[],"affiliations":[]},{"author_position":"middle","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":[],"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":[],"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5006874400"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":true,"cited_by_count":0,"citation_normalized_percentile":{"value":0.02305637,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"19","issue":"3","first_page":"1333","last_page":"1366"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9993000030517578,"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"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9993000030517578,"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"}},{"id":"https://openalex.org/T12100","display_name":"Advanced Mathematical Modeling in Engineering","score":0.9947999715805054,"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/T11829","display_name":"Mathematical Biology Tumor Growth","score":0.9886999726295471,"subfield":{"id":"https://openalex.org/subfields/2611","display_name":"Modeling and Simulation"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/fractional-brownian-motion","display_name":"Fractional Brownian motion","score":0.8511301279067993},{"id":"https://openalex.org/keywords/estimator","display_name":"Estimator","score":0.7778878211975098},{"id":"https://openalex.org/keywords/hurst-exponent","display_name":"Hurst exponent","score":0.6270098090171814},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.596176266670227},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.5931426286697388},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5310119986534119},{"id":"https://openalex.org/keywords/amplitude","display_name":"Amplitude","score":0.5057415962219238},{"id":"https://openalex.org/keywords/statistical-inference","display_name":"Statistical inference","score":0.5000283718109131},{"id":"https://openalex.org/keywords/detrended-fluctuation-analysis","display_name":"Detrended fluctuation analysis","score":0.4886682331562042},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.481018602848053},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4229728877544403},{"id":"https://openalex.org/keywords/perturbation","display_name":"Perturbation (astronomy)","score":0.4171566963195801},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.41672712564468384},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2782859206199646},{"id":"https://openalex.org/keywords/scaling","display_name":"Scaling","score":0.24711081385612488},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.24260881543159485},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.13952019810676575},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.07542797923088074}],"concepts":[{"id":"https://openalex.org/C108819105","wikidata":"https://www.wikidata.org/wiki/Q1143293","display_name":"Fractional Brownian motion","level":3,"score":0.8511301279067993},{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.7778878211975098},{"id":"https://openalex.org/C96835011","wikidata":"https://www.wikidata.org/wiki/Q1638718","display_name":"Hurst exponent","level":2,"score":0.6270098090171814},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.596176266670227},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.5931426286697388},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5310119986534119},{"id":"https://openalex.org/C180205008","wikidata":"https://www.wikidata.org/wiki/Q159190","display_name":"Amplitude","level":2,"score":0.5057415962219238},{"id":"https://openalex.org/C134261354","wikidata":"https://www.wikidata.org/wiki/Q938438","display_name":"Statistical inference","level":2,"score":0.5000283718109131},{"id":"https://openalex.org/C21689155","wikidata":"https://www.wikidata.org/wiki/Q2451452","display_name":"Detrended fluctuation analysis","level":3,"score":0.4886682331562042},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.481018602848053},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4229728877544403},{"id":"https://openalex.org/C177918212","wikidata":"https://www.wikidata.org/wiki/Q803623","display_name":"Perturbation (astronomy)","level":2,"score":0.4171566963195801},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.41672712564468384},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2782859206199646},{"id":"https://openalex.org/C99844830","wikidata":"https://www.wikidata.org/wiki/Q102441924","display_name":"Scaling","level":2,"score":0.24711081385612488},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.24260881543159485},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.13952019810676575},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.07542797923088074},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"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/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}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1137/20m135813x","is_oa":false,"landing_page_url":"https://doi.org/10.1137/20m135813x","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 & Simulation","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:2007.11665","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2007.11665","pdf_url":"https://arxiv.org/pdf/2007.11665","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"mag:3044661987","is_oa":true,"landing_page_url":"https://arxiv.org/pdf/2007.11665.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"doi:10.48550/arxiv.2007.11665","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2007.11665","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2007.11665","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2007.11665","pdf_url":"https://arxiv.org/pdf/2007.11665","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G1164582640","display_name":null,"funder_award_id":"635136","funder_id":"https://openalex.org/F4320306164","funder_display_name":"Simons Foundation"},{"id":"https://openalex.org/G5599753359","display_name":null,"funder_award_id":"DMS 1550918","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G6742751675","display_name":null,"funder_award_id":"672441","funder_id":"https://openalex.org/F4320306076","funder_display_name":"National Science Foundation"},{"id":"https://openalex.org/G6833510753","display_name":null,"funder_award_id":"672441","funder_id":"https://openalex.org/F4320306164","funder_display_name":"Simons Foundation"},{"id":"https://openalex.org/G945892359","display_name":"CAREER: Multiscale stochastic processes, Monte Carlo Methods and Irreversibility","funder_award_id":"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"},{"id":"https://openalex.org/F4320306164","display_name":"Simons Foundation","ror":"https://ror.org/01cmst727"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3044661987.pdf","grobid_xml":"https://content.openalex.org/works/W3044661987.grobid-xml"},"referenced_works_count":66,"referenced_works":["https://openalex.org/W40754891","https://openalex.org/W48692188","https://openalex.org/W54848145","https://openalex.org/W84996774","https://openalex.org/W98016743","https://openalex.org/W564402824","https://openalex.org/W1223110754","https://openalex.org/W1514815886","https://openalex.org/W1554577510","https://openalex.org/W1557718589","https://openalex.org/W1598203903","https://openalex.org/W1608217666","https://openalex.org/W1866311589","https://openalex.org/W1962855533","https://openalex.org/W1979863594","https://openalex.org/W1985149556","https://openalex.org/W1985170541","https://openalex.org/W1990795692","https://openalex.org/W1995397118","https://openalex.org/W1995610711","https://openalex.org/W1999498950","https://openalex.org/W2001040001","https://openalex.org/W2003427294","https://openalex.org/W2003490810","https://openalex.org/W2017170340","https://openalex.org/W2020366183","https://openalex.org/W2021442604","https://openalex.org/W2021611402","https://openalex.org/W2026677648","https://openalex.org/W2029774109","https://openalex.org/W2037731378","https://openalex.org/W2052394872","https://openalex.org/W2061630179","https://openalex.org/W2065096983","https://openalex.org/W2073644805","https://openalex.org/W2074366794","https://openalex.org/W2075257498","https://openalex.org/W2080644559","https://openalex.org/W2085418214","https://openalex.org/W2102147328","https://openalex.org/W2114335557","https://openalex.org/W2124984528","https://openalex.org/W2125984586","https://openalex.org/W2129791756","https://openalex.org/W2133787446","https://openalex.org/W2152440283","https://openalex.org/W2153667633","https://openalex.org/W2268591284","https://openalex.org/W2330963129","https://openalex.org/W2891284720","https://openalex.org/W2916634509","https://openalex.org/W2931218607","https://openalex.org/W2963047439","https://openalex.org/W2963261809","https://openalex.org/W2963426178","https://openalex.org/W3001247512","https://openalex.org/W3014096957","https://openalex.org/W3043973378","https://openalex.org/W3093232128","https://openalex.org/W3095114851","https://openalex.org/W3099404592","https://openalex.org/W3105855952","https://openalex.org/W3150555252","https://openalex.org/W4238063566","https://openalex.org/W4245280614","https://openalex.org/W4396975410"],"related_works":["https://openalex.org/W3195308297","https://openalex.org/W2899645828","https://openalex.org/W2916634509","https://openalex.org/W1632527737","https://openalex.org/W3027132468","https://openalex.org/W3100400611","https://openalex.org/W106483033","https://openalex.org/W2573258941","https://openalex.org/W3158776283","https://openalex.org/W2972239203","https://openalex.org/W2953189071","https://openalex.org/W2752932544","https://openalex.org/W2312365902","https://openalex.org/W3102023127","https://openalex.org/W3109371940","https://openalex.org/W1030550774","https://openalex.org/W1981073983","https://openalex.org/W2731811068","https://openalex.org/W3129009250","https://openalex.org/W208246594"],"abstract_inverted_index":{"We":[0,19,52],"study":[1],"statistical":[2,21],"inference":[3],"for":[4,23],"small-noise-perturbed":[5],"multiscale":[6],"dynamical":[7],"systems":[8],"where":[9],"the":[10,25,37,48,64,67,70,80],"slow":[11,49],"motion":[12],"is":[13],"driven":[14],"by":[15],"fractional":[16],"Brownian":[17],"motion.":[18],"develop":[20],"estimators":[22,56],"both":[24,58],"Hurst":[26],"index":[27],"as":[28,30,63],"well":[29],"a":[31,41],"vector":[32],"of":[33,45,66],"unknown":[34],"parameters":[35],"in":[36],"model":[38],"based":[39],"on":[40],"single":[42],"time":[43],"series":[44],"observations":[46],"from":[47],"process":[50],"only.":[51],"prove":[53],"that":[54],"these":[55],"are":[57],"consistent":[59],"and":[60,69],"asymptotically":[61],"normal":[62],"amplitude":[65],"perturbation":[68],"time-scale":[71],"separation":[72],"parameter":[73],"go":[74],"to":[75],"zero.":[76],"Numerical":[77],"simulations":[78],"illustrate":[79],"theoretical":[81],"results.":[82]},"counts_by_year":[],"updated_date":"2026-04-21T08:09:41.155169","created_date":"2025-10-10T00:00:00"}