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1806.06959
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High-frequency analysis of parabolic stochastic PDEs
18 June 2018
Carsten H. Chong
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Papers citing
"High-frequency analysis of parabolic stochastic PDEs"
32 / 32 papers shown
Multivariate change estimation for a stochastic heat equation from local measurements
Anton Tiepner
Lukas Trottner
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Small dispersion asymptotics for an SPDE in two space dimensions using triple increments
Yozo Tonaki
Yusuke Kaino
Masayuki Uchida
218
1
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05 Aug 2024
Parameter estimation in hyperbolic linear SPDEs from multiple measurements
Anton Tiepner
Eric Ziebell
294
1
0
18 Jul 2024
Estimation for the damping factor of the driving process of an SPDE in two space dimensions
Yozo Tonaki
Yusuke Kaino
Masayuki Uchida
229
2
0
01 Jul 2024
Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions
Yozo Tonaki
Yusuke Kaino
Masayuki Uchida
375
3
0
03 Apr 2024
Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity
Sascha Gaudlitz
275
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
260
6
0
19 Apr 2023
Optimal parameter estimation for linear SPDEs from multiple measurements
Annals of Statistics (Ann. Stat.), 2022
R. Altmeyer
Anton Tiepner
Martin Wahl
244
12
0
04 Nov 2022
Parametric estimation of stochastic differential equations via online gradient descent
Japanese Journal of Statistics and Data Science (JSDS), 2022
Shogo H. Nakakita
222
2
0
17 Oct 2022
Rate-optimal estimation of mixed semimartingales
Social Science Research Network (SSRN), 2022
Carsten H. Chong
T. Delerue
Fabian Mies
307
10
0
21 Jul 2022
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
154
7
0
01 Jul 2022
On the estimation of the jump activity index in the case of random observation times
Japanese Journal of Statistics and Data Science (JSDS), 2022
Adrian Theopold
Mathias Vetter
122
0
0
23 Jun 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
181
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
187
7
0
08 May 2022
Estimation for the reaction term in semi-linear SPDEs under small diffusivity
Bernoulli (Bernoulli), 2022
Sascha Gaudlitz
M. Reiß
168
20
0
20 Mar 2022
A pathwise parameterisation for stochastic transport
Oana Lang
Wei Pan
91
6
0
22 Feb 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
245
17
0
22 Jan 2022
When Frictions are Fractional: Rough Noise in High-Frequency Data
Journal of the American Statistical Association (JASA), 2021
Carsten H. Chong
T. Delerue
Guoying Li
355
8
0
30 Jun 2021
Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach
Igor Cialenco
Hyun-Jung Kim
Gregor Pasemann
243
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
273
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
95
13
0
25 Nov 2020
Parameter Estimation in an SPDE Model for Cell Repolarisation
R. Altmeyer
T. Bretschneider
Josef Janák
M. Reiß
177
33
0
13 Oct 2020
Adaptive estimator for a parabolic linear SPDE with a small noise
Yusuke Kaino
Masayuki Uchida
146
10
0
12 Aug 2020
Parameter estimation for semilinear SPDEs from local measurements
Bernoulli (Bernoulli), 2020
R. Altmeyer
Igor Cialenco
Gregor Pasemann
415
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
418
16
0
19 Mar 2020
Parameter estimation for SPDEs based on discrete observations in time and space
Electronic Journal of Statistics (EJS), 2019
F. Hildebrandt
Mathias Trabs
165
49
0
02 Oct 2019
Parametric estimation for a parabolic linear SPDE model based on sampled data
Yusuke Kaino
Masayuki Uchida
245
11
0
30 Sep 2019
High-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part I
Carsten H. Chong
172
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
On central limit theorems for power variations of the solution to the stochastic heat equation
M. Bibinger
Mathias Trabs
78
25
0
04 Jan 2019
Volatility estimation for stochastic PDEs using high-frequency observations
M. Bibinger
Mathias Trabs
235
62
0
10 Oct 2017
A note on parameter estimation for discretely sampled SPDEs
Igor Cialenco
Yicong Huang
283
64
0
04 Oct 2017
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