Communities
Connect sessions
AI calendar
Organizations
Join Slack
Contact Sales
Search
Open menu
Home
Papers
1710.01649
Cited By
v1
v2 (latest)
A note on parameter estimation for discretely sampled SPDEs
4 October 2017
Igor Cialenco
Yicong Huang
Re-assign community
ArXiv (abs)
PDF
HTML
Papers citing
"A note on parameter estimation for discretely sampled SPDEs"
29 / 29 papers shown
Nonparametric Diffusivity Estimation for the Stochastic Heat Equation from Noisy Observations
Gregor Pasemann
Markus Reiß
219
1
0
01 Oct 2024
Small dispersion asymptotics for an SPDE in two space dimensions using triple increments
Yozo Tonaki
Yusuke Kaino
Masayuki Uchida
214
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
220
2
0
01 Jul 2024
Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity
Sascha Gaudlitz
274
0
0
11 Jul 2023
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments
Metrika (Heidelberg) (MH), 2023
Yozo Tonaki
Yusuke Kaino
Masayuki Uchida
250
6
0
19 Apr 2023
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities
Japanese Journal of Statistics and Data Science (JSDS), 2022
M. Bibinger
Patrick Bossert
146
7
0
01 Jul 2022
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
Statistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems (SISP), 2022
Yozo Tonaki
Yusuke Kaino
Masayuki Uchida
174
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
179
7
0
08 May 2022
Estimation for the reaction term in semi-linear SPDEs under small diffusivity
Bernoulli (Bernoulli), 2022
Sascha Gaudlitz
M. Reiß
161
20
0
20 Mar 2022
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data
Scandinavian Journal of Statistics (Scand. J. Stat.), 2022
Yozo Tonaki
Yusuke Kaino
Masayuki Uchida
238
17
0
22 Jan 2022
Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach
Igor Cialenco
Hyun-Jung Kim
Gregor Pasemann
235
13
0
06 Mar 2021
Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
Stochastic Processes and their Applications (SPA), 2021
F. Hildebrandt
Mathias Trabs
265
20
0
26 Feb 2021
A weak law of large numbers for realised covariation in a Hilbert space setting
Stochastic Processes and their Applications (SPA), 2020
F. Benth
Dennis Schroers
Almut E. D. Veraart
92
13
0
25 Nov 2020
Parameter Estimation in an SPDE Model for Cell Repolarisation
R. Altmeyer
T. Bretschneider
Josef Janák
M. Reiß
170
33
0
13 Oct 2020
Adaptive estimator for a parabolic linear SPDE with a small noise
Yusuke Kaino
Masayuki Uchida
138
10
0
12 Aug 2020
Parameter estimation for semilinear SPDEs from local measurements
Bernoulli (Bernoulli), 2020
R. Altmeyer
Igor Cialenco
Gregor Pasemann
402
31
0
30 Apr 2020
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise
Stochastic Processes and their Applications (SPA), 2020
Igor Cialenco
Hyun-Jung Kim
406
16
0
19 Mar 2020
On generating fully discrete samples of the stochastic heat equation on an interval
Statistics and Probability Letters (Stat. Probab. Lett.), 2020
F. Hildebrandt
133
10
0
10 Jan 2020
Parameter estimation for SPDEs based on discrete observations in time and space
Electronic Journal of Statistics (EJS), 2019
F. Hildebrandt
Mathias Trabs
156
49
0
02 Oct 2019
Parametric estimation for a parabolic linear SPDE model based on sampled data
Yusuke Kaino
Masayuki Uchida
239
11
0
30 Sep 2019
High-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part I
Carsten H. Chong
168
12
0
12 Aug 2019
Drift Estimation for Discretely Sampled SPDEs
Igor Cialenco
Francisco Delgado-Vences
Hyun-Jung Kim
138
39
0
24 Apr 2019
Drift Estimation for Stochastic Reaction-Diffusion Systems
Gregor Pasemann
W. Stannat
176
26
0
09 Apr 2019
Statistical Analysis of Some Evolution Equations Driven by Space-only Noise
Igor Cialenco
Hyun-Jung Kim
S. Lototsky
160
8
0
03 Apr 2019
Nonparametric estimation for linear SPDEs from local measurements
R. Altmeyer
M. Reiß
180
40
0
16 Mar 2019
On central limit theorems for power variations of the solution to the stochastic heat equation
M. Bibinger
Mathias Trabs
76
25
0
04 Jan 2019
High-frequency analysis of parabolic stochastic PDEs
Carsten H. Chong
273
54
0
18 Jun 2018
Bayesian Estimations for Diagonalizable Bilinear SPDEs
Ziteng Cheng
Igor Cialenco
Ruoting Gong
273
9
0
29 May 2018
Volatility estimation for stochastic PDEs using high-frequency observations
M. Bibinger
Mathias Trabs
232
62
0
10 Oct 2017
1
Page 1 of 1
