A note on parameter estimation for discretely sampled SPDEs

4 October 2017

Papers citing "A note on parameter estimation for discretely sampled SPDEs"

12 / 12 papers shown

Title
Nonparametric Diffusivity Estimation for the Stochastic Heat Equation from Noisy Observations Gregor Pasemann Markus Reiß 19 1 0 01 Oct 2024
Estimation for the damping factor of the driving process of an SPDE in two space dimensions Yozo Tonaki Yusuke Kaino Masayuki Uchida 27 2 0 01 Jul 2024
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities M. Bibinger Patrick Bossert 11 6 0 01 Jul 2022
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise Yozo Tonaki Yusuke Kaino Masayuki Uchida 23 7 0 21 Jun 2022
Estimation for the reaction term in semi-linear SPDEs under small diffusivity Sascha Gaudlitz M. Reiß 14 18 0 20 Mar 2022
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data Yozo Tonaki Yusuke Kaino Masayuki Uchida 37 15 0 22 Jan 2022
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise Igor Cialenco Hyun-Jung Kim 6 12 0 19 Mar 2020
Parameter estimation for SPDEs based on discrete observations in time and space F. Hildebrandt Mathias Trabs 16 40 0 02 Oct 2019
High-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part I Carsten H. Chong 16 12 0 12 Aug 2019
High-frequency analysis of parabolic stochastic PDEs Carsten H. Chong 24 52 0 18 Jun 2018
Bayesian Estimations for Diagonalizable Bilinear SPDEs Ziteng Cheng Igor Cialenco Ruoting Gong 11 9 0 29 May 2018
Trajectory Fitting Estimators for SPDEs Driven by Additive Noise Igor Cialenco Ruoting Gong Yicong Huang 28 16 0 17 Jul 2016