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

Terrence T. Ho Paul W. Fieguth Alan S. Willsky Computationally efficient steady-state multiscale estimation for 1-D diffusion processes. 325-340 2001 37 Autom. 3 https://doi.org/10.1016/S0005-1098(00)00174-6 db/journals/automatica/automatica37.html#HoFW01