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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

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
83
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
33
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