Code accompanying the paper Parameter Inference for Degenerate Diffusion Processes
Each notebook corresponds to the simulation studies in Section 5 in the paper:
Parameter estimation of linear hypo-elliptic diffusion under partial observations regime.
Parameter estimation of three dimensional quasi-Markovian Generalised Langevin Equations (q-GLE) with harmonic potential.
Parameter estimation of three dimensional q-GLE with double-well potential.
Parameter estimation of four dimensional q-GLE motivated by modelling protein folding kinetics.