Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise

21 June 2022

Papers citing "Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise"

12 / 12 papers shown

Title
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data Yozo Tonaki Yusuke Kaino Masayuki Uchida 63 15 0 22 Jan 2022
Adaptive inference for small diffusion processes based on sampled data T. Kawai Masayuki Uchida 42 1 0 03 Aug 2021
Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations F. Hildebrandt Mathias Trabs 72 16 0 26 Feb 2021
Adaptive estimator for a parabolic linear SPDE with a small noise Yusuke Kaino Masayuki Uchida 29 10 0 12 Aug 2020
On generating fully discrete samples of the stochastic heat equation on an interval F. Hildebrandt 26 10 0 10 Jan 2020
Parameter estimation for SPDEs based on discrete observations in time and space F. Hildebrandt Mathias Trabs 39 40 0 02 Oct 2019
Drift Estimation for Discretely Sampled SPDEs Igor Cialenco Francisco Delgado-Vences Hyun-Jung Kim 37 36 0 24 Apr 2019
High-frequency analysis of parabolic stochastic PDEs Carsten H. Chong 63 52 0 18 Jun 2018
Volatility estimation for stochastic PDEs using high-frequency observations M. Bibinger Mathias Trabs 41 56 0 10 Oct 2017
A note on parameter estimation for discretely sampled SPDEs Igor Cialenco Yicong Huang 85 60 0 04 Oct 2017
Parametric inference for discretely observed multidimensional diffusions with small diffusion coefficient Romain Guy C. Larédo E. Vergu 58 25 0 05 Jun 2012
Parameter Estimation for the Stochastically Perturbed Navier-Stokes Equations Igor Cialenco N. Glatt-Holtz 132 47 0 10 Jun 2010