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2207.00357
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Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities
1 July 2022
M. Bibinger
Patrick Bossert
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Papers citing
"Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities"
5 / 5 papers shown
Title
Small dispersion asymptotics for an SPDE in two space dimensions using triple increments
Yozo Tonaki
Yusuke Kaino
Masayuki Uchida
32
1
0
05 Aug 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
41
3
0
03 Apr 2024
Parameter estimation for second-order SPDEs in multiple space dimensions
Patrick Bossert
21
4
0
27 Oct 2023
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
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