Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data

22 January 2022

Papers citing "Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data"

12 / 12 papers shown

Title
Multivariate change estimation for a stochastic heat equation from local measurements Anton Tiepner Lukas Trottner 22 1 0 23 Sep 2024
Small dispersion asymptotics for an SPDE in two space dimensions using triple increments Yozo Tonaki Yusuke Kaino Masayuki Uchida 30 1 0 05 Aug 2024
Parameter estimation in hyperbolic linear SPDEs from multiple measurements Anton Tiepner Eric Ziebell 34 0 0 18 Jul 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
Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions Yozo Tonaki Yusuke Kaino Masayuki Uchida 35 3 0 03 Apr 2024
Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements Claudia Strauch Anton Tiepner 24 3 0 13 Feb 2024
Parameter estimation for second-order SPDEs in multiple space dimensions Patrick Bossert 13 4 0 27 Oct 2023
Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity Sascha Gaudlitz 27 0 0 11 Jul 2023
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments Yozo Tonaki Yusuke Kaino Masayuki Uchida 32 5 0 19 Apr 2023
Optimal parameter estimation for linear SPDEs from multiple measurements R. Altmeyer Anton Tiepner Martin Wahl 19 9 0 04 Nov 2022
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities M. Bibinger Patrick Bossert 9 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