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

1 July 2022

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

4 / 4 papers shown

Title
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
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
Parameter estimation for second-order SPDEs in multiple space dimensions Patrick Bossert 118 4 0 27 Oct 2023