Parameter estimation for SPDEs based on discrete observations in time and space

2 October 2019

Papers citing "Parameter estimation for SPDEs based on discrete observations in time and space"

9 / 9 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
Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements Claudia Strauch Anton Tiepner 27 3 0 13 Feb 2024
Optimal parameter estimation for linear SPDEs from multiple measurements R. Altmeyer Anton Tiepner Martin Wahl 19 9 0 04 Nov 2022
Parametric estimation of stochastic differential equations via online gradient descent Shogo H. Nakakita 26 3 0 17 Oct 2022
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities M. Bibinger Patrick Bossert 14 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
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
$On quadratic variations of the fractional-white wave equation$ On quadratic variations of the fractional-white wave equation Radomyra Shevchenko 17 0 0 26 Nov 2021