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

21 June 2022

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

6 / 6 papers shown

Title
Small dispersion asymptotics for an SPDE in two space dimensions using triple increments Yozo Tonaki Yusuke Kaino Masayuki Uchida 23 1 0 05 Aug 2024
Estimation for the damping factor of the driving process of an SPDE in two space dimensions Yozo Tonaki Yusuke Kaino Masayuki Uchida 16 2 0 01 Jul 2024
Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions Yozo Tonaki Yusuke Kaino Masayuki Uchida 25 2 0 03 Apr 2024
Non-parametric estimation of the reaction term in semi-linear SPDEs with spatial ergodicity Sascha Gaudlitz 20 0 0 11 Jul 2023
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments Yozo Tonaki Yusuke Kaino Masayuki Uchida 24 5 0 19 Apr 2023
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data Yozo Tonaki Yusuke Kaino Masayuki Uchida 21 15 0 22 Jan 2022