ResearchTrend.AI
  • Papers
  • Communities
  • Events
  • Blog
  • Pricing
Papers
Communities
Social Events
Terms and Conditions
Pricing
Parameter LabParameter LabTwitterGitHubLinkedInBlueskyYoutube

© 2025 ResearchTrend.AI, All rights reserved.

  1. Home
  2. Papers
  3. 2304.09441
32
5

Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments

19 April 2023
Yozo Tonaki
Yusuke Kaino
Masayuki Uchida
ArXivPDFHTML
Abstract

We deal with parameter estimation for a linear parabolic second-order stochastic partial differential equation in two space dimensions driven by two types of QQQ-Wiener processes based on high frequency data with respect to time and space. We propose minimum contrast estimators of the coefficient parameters based on temporal and spatial squared increments, and provide adaptive estimators of the coefficient parameters based on an approximate coordinate process. We also give an example and simulation results of the proposed estimators.

View on arXiv
Comments on this paper