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Parametric estimation for a parabolic linear SPDE model based on sampled
  data

Parametric estimation for a parabolic linear SPDE model based on sampled data

30 September 2019
Yusuke Kaino
Masayuki Uchida
ArXiv (abs)PDFHTML

Papers citing "Parametric estimation for a parabolic linear SPDE model based on sampled data"

3 / 3 papers shown
Title
Statistical analysis of discretely sampled semilinear SPDEs: a power
  variation approach
Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach
Igor Cialenco
Hyun-Jung Kim
Gregor Pasemann
81
9
0
06 Mar 2021
On generating fully discrete samples of the stochastic heat equation on
  an interval
On generating fully discrete samples of the stochastic heat equation on an interval
F. Hildebrandt
31
10
0
10 Jan 2020
Parameter estimation for SPDEs based on discrete observations in time
  and space
Parameter estimation for SPDEs based on discrete observations in time and space
F. Hildebrandt
Mathias Trabs
46
40
0
02 Oct 2019
1