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Parameter estimation for SPDEs based on discrete observations in time and space

2 October 2019

Papers citing "Parameter estimation for SPDEs based on discrete observations in time and space"

21 / 21 papers shown

Title
Nonparametric Diffusivity Estimation for the Stochastic Heat Equation from Noisy Observations Gregor Pasemann Markus Reiß 50 1 0 01 Oct 2024
Multivariate change estimation for a stochastic heat equation from local measurements Anton Tiepner Lukas Trottner 116 1 0 23 Sep 2024
Small dispersion asymptotics for an SPDE in two space dimensions using triple increments Yozo Tonaki Yusuke Kaino Masayuki Uchida 77 1 0 05 Aug 2024
Parameter estimation in hyperbolic linear SPDEs from multiple measurements Anton Tiepner Eric Ziebell 143 0 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 49 2 0 01 Jul 2024
Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions Yozo Tonaki Yusuke Kaino Masayuki Uchida 123 3 0 03 Apr 2024
Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements Claudia Strauch Anton Tiepner 57 3 0 13 Feb 2024
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments Yozo Tonaki Yusuke Kaino Masayuki Uchida 90 5 0 19 Apr 2023
Optimal parameter estimation for linear SPDEs from multiple measurements R. Altmeyer Anton Tiepner Martin Wahl 52 9 0 04 Nov 2022
Parametric estimation of stochastic differential equations via online gradient descent Shogo H. Nakakita 57 2 0 17 Oct 2022
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities M. Bibinger Patrick Bossert 43 6 0 01 Jul 2022
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise Yozo Tonaki Yusuke Kaino Masayuki Uchida 58 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 25 7 0 08 May 2022
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data Yozo Tonaki Yusuke Kaino Masayuki Uchida 63 15 0 22 Jan 2022
$On quadratic variations of the fractional-white wave equation$ On quadratic variations of the fractional-white wave equation Radomyra Shevchenko 42 0 0 26 Nov 2021
Consistency of Bayesian inference with Gaussian process priors for a parabolic inverse problem Hanne Kekkonen 52 12 0 24 Mar 2021
Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach Igor Cialenco Hyun-Jung Kim Gregor Pasemann 86 9 0 06 Mar 2021
Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations F. Hildebrandt Mathias Trabs 87 16 0 26 Feb 2021
Parameter Estimation in an SPDE Model for Cell Repolarisation R. Altmeyer T. Bretschneider Josef Janák M. Reiß 41 30 0 13 Oct 2020
Adaptive estimator for a parabolic linear SPDE with a small noise Yusuke Kaino Masayuki Uchida 35 10 0 12 Aug 2020
On generating fully discrete samples of the stochastic heat equation on an interval F. Hildebrandt 39 10 0 10 Jan 2020