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A feasible central limit theorem for realised covariation of SPDEs in
  the context of functional data
v1v2 (latest)

A feasible central limit theorem for realised covariation of SPDEs in the context of functional data

8 May 2022
F. Benth
Dennis Schroers
Almut E. D. Veraart
ArXiv (abs)PDFHTML

Papers citing "A feasible central limit theorem for realised covariation of SPDEs in the context of functional data"

2 / 2 papers shown
Title
Research frontiers in ambit stochastics: In memory of Ole E.
  Barndorff-Nielsen
Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen
F. Benth
Almut E. D. Veraart
57
0
0
01 Oct 2024
Non-parametric estimation of the reaction term in semi-linear SPDEs with
  spatial ergodicity
Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity
Sascha Gaudlitz
52
2
0
11 Jul 2023
1