Computationally efficient steady-state multiscale estimation for 1-D diffusion processes

TitleComputationally efficient steady-state multiscale estimation for 1-D diffusion processes
Publication TypeJournal Article
Year of Publication2001
AuthorsHo, T. T., P. W. Fieguth, and A. S. Willsky
JournalAutomatica
Volume37
Pagination325–340