Non-parametric estimation of the reaction term in semi-linear SPDEs with
spatial ergodicity

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Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity

11 July 2023

Sascha Gaudlitz

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Papers citing "Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity"

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Title
Optimal parameter estimation for linear SPDEs from multiple measurements R. Altmeyer Anton Tiepner Martin Wahl 41 9 0 04 Nov 2022
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise Yozo Tonaki Yusuke Kaino Masayuki Uchida 58 7 0 21 Jun 2022
A feasible central limit theorem for realised covariation of SPDEs in the context of functional data F. Benth Dennis Schroers Almut E. D. Veraart 17 7 0 08 May 2022
Estimation for the reaction term in semi-linear SPDEs under small diffusivity Sascha Gaudlitz M. Reiß 47 18 0 20 Mar 2022
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
Parameter Estimation in an SPDE Model for Cell Repolarisation R. Altmeyer T. Bretschneider Josef Janák M. Reiß 34 30 0 13 Oct 2020
Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions Richard Nickl Kolyan Ray 58 52 0 03 Oct 2018
High-frequency analysis of parabolic stochastic PDEs Carsten H. Chong 67 52 0 18 Jun 2018
Volatility estimation for stochastic PDEs using high-frequency observations M. Bibinger Mathias Trabs 41 56 0 10 Oct 2017
Parameter Estimation for the Stochastically Perturbed Navier-Stokes Equations Igor Cialenco N. Glatt-Holtz 134 47 0 10 Jun 2010