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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
ArXiv (abs)PDFHTML

Papers citing "Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach"

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Title
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise
Igor Cialenco
Hyun-Jung Kim
136
12
0
19 Mar 2020