Parametric estimation for linear parabolic SPDEs in two space dimensions
based on temporal and spatial incrementsMetrika (Heidelberg) (MH), 2023 |
Parameter estimation for the stochastic heat equation with
multiplicative noise from local measurementsStochastic Processes and their Applications (SPA), 2023 |
Parameter estimation for linear parabolic SPDEs in two space dimensions
based on high frequency dataScandinavian Journal of Statistics (Scand. J. Stat.), 2022 |
Parameter estimation for semilinear SPDEs from local measurementsBernoulli (Bernoulli), 2020 |
Parameter estimation for discretely sampled stochastic heat equation
driven by space-only noiseStochastic Processes and their Applications (SPA), 2020 |
Parameter estimation for SPDEs based on discrete observations in time
and spaceElectronic Journal of Statistics (EJS), 2019 |