Estimators from homogenized SDEs driven by Wiener or Hermite processes remain consistent when applied to appropriately subsampled data from the original slow/fast system with fractional OU fast variable.
Functional Limit Theorems for the Fractional Ornstein–Uhlenbeck Process.Journal of Theoretical Probability, 35(1):426–456, March 2022
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Statistical Inference for Homogenization Limits Driven by Wiener or Hermite Processes
Estimators from homogenized SDEs driven by Wiener or Hermite processes remain consistent when applied to appropriately subsampled data from the original slow/fast system with fractional OU fast variable.