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

Statistics and Probability Letters (Stat. Probab. Lett.), 2020

10 January 2020

ArXiv (abs)PDF HTML

Papers citing "On generating fully discrete samples of the stochastic heat equation on an interval"

9 / 9 papers shown

Small dispersion asymptotics for an SPDE in two space dimensions using
triple increments

Small dispersion asymptotics for an SPDE in two space dimensions using triple increments

Masayuki Uchida

213

1

0

05 Aug 2024

Parameter estimation for second-order SPDEs in multiple space dimensions

Parameter estimation for second-order SPDEs in multiple space dimensionsStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems (SISP), 2023

Patrick Bossert

301

7

0

27 Oct 2023

Parametric estimation for linear parabolic SPDEs in two space dimensions
based on temporal and spatial increments

Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial incrementsMetrika (Heidelberg) (MH), 2023

Masayuki Uchida

247

6

0

19 Apr 2023

Efficient parameter estimation for parabolic SPDEs based on a log-linear
model for realized volatilities

Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilitiesJapanese Journal of Statistics and Data Science (JSDS), 2022

Patrick Bossert

143

7

0

01 Jul 2022

Parameter estimation for a linear parabolic SPDE model in two space
dimensions with a small noise

Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noiseStatistical Inference for Stochastic Processes : An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems (SISP), 2022

Masayuki Uchida

172

7

0

21 Jun 2022

Parameter estimation for linear parabolic SPDEs in two space dimensions
based on high frequency data

Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency dataScandinavian Journal of Statistics (Scand. J. Stat.), 2022

Masayuki Uchida

235

17

0

22 Jan 2022

Nonparametric calibration for stochastic reaction-diffusion equations
based on discrete observations

Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observationsStochastic Processes and their Applications (SPA), 2021

260

20

0

26 Feb 2021

Adaptive estimator for a parabolic linear SPDE with a small noise

Adaptive estimator for a parabolic linear SPDE with a small noise

Masayuki Uchida

137

10

0

12 Aug 2020

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

Parameter estimation for SPDEs based on discrete observations in time and spaceElectronic Journal of Statistics (EJS), 2019

154

49

0

02 Oct 2019