Trajectory Fitting Estimators for SPDEs Driven by Additive Noise

17 July 2016

Papers citing "Trajectory Fitting Estimators for SPDEs Driven by Additive Noise"

6 / 6 papers shown

Title
Small dispersion asymptotics for an SPDE in two space dimensions using triple increments Yozo Tonaki Yusuke Kaino Masayuki Uchida 32 1 0 05 Aug 2024
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments Yozo Tonaki Yusuke Kaino Masayuki Uchida 40 5 0 19 Apr 2023
Parametric estimation for a parabolic linear SPDE model based on sampled data Yusuke Kaino Masayuki Uchida 11 11 0 30 Sep 2019
Drift Estimation for Discretely Sampled SPDEs Igor Cialenco Francisco Delgado-Vences Hyun-Jung Kim 17 36 0 24 Apr 2019
Volatility estimation for stochastic PDEs using high-frequency observations M. Bibinger Mathias Trabs 18 56 0 10 Oct 2017
A note on parameter estimation for discretely sampled SPDEs Igor Cialenco Yicong Huang 18 60 0 04 Oct 2017