Drift Estimation for Discretely Sampled SPDEs

24 April 2019

Papers citing "Drift Estimation for Discretely Sampled SPDEs"

6 / 6 papers shown

Title
Optimal parameter estimation for linear SPDEs from multiple measurements R. Altmeyer Anton Tiepner Martin Wahl 19 9 0 04 Nov 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
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 12 12 0 19 Mar 2020
A note on parameter estimation for discretely sampled SPDEs Igor Cialenco Yicong Huang 26 60 0 04 Oct 2017
Trajectory Fitting Estimators for SPDEs Driven by Additive Noise Igor Cialenco Ruoting Gong Yicong Huang 31 16 0 17 Jul 2016