Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data (Q6140330): Difference between revisions

Latest revision as of 09:38, 22 August 2024

scientific article; zbMATH DE number 7782052

Language	Label	Description	Also known as
English	Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data	scientific article; zbMATH DE number 7782052

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instance of

scholarly article

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title

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

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Scandinavian Journal of Statistics

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publication date

2 January 2024

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full work available at URL

https://arxiv.org/abs/2201.09036

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Mathematics Subject Classification ID

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adaptive estimation

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high frequency data

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\(Q\)-Wiener process

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stochastic partial differential equations in two space dimensions

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MaRDI profile type

MaRDI publication profile

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OpenAlex ID

W4377028218

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cites work

Parameter Estimation in an SPDE Model for Cell Repolarization

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Volatility estimation for stochastic PDEs using high-frequency observations

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High-frequency analysis of parabolic stochastic PDEs

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Statistical inference for SPDEs: an overview

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Drift estimation for discretely sampled SPDEs

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Parameter estimation for the stochastically perturbed Navier-Stokes equations

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A note on parameter estimation for discretely sampled SPDEs

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Stochastic Equations in Infinite Dimensions

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On the estimation of the diffusion coefficient for multi-dimensional diffusion processes

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

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Q3138641

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Parametric estimation for a parabolic linear SPDE model based on discrete observations

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Adaptive estimator for a parabolic linear SPDE with a small noise

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Estimation of an Ergodic Diffusion from Discrete Observations

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An Introduction to Computational Stochastic PDEs

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Statistical inference for stochastic parabolic equations: a spectral approach

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Stochastic partial differential equations

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Likelihood inference for a discretely observed stochastic partial differential equation

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Adaptive estimation of an ergodic diffusion process based on sampled data

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Quasi likelihood analysis of volatility and nondegeneracy of statistical random field

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Q3747436

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Sitelinks

Mathematics(1 entry)

mardi Publication:6140330

@@ Property / cites work @@
+Parameter Estimation in an SPDE Model for Cell Repolarization
+Normal rank
@@ Property / cites work @@
+Volatility estimation for stochastic PDEs using high-frequency observations
+Normal rank
@@ Property / cites work @@
+High-frequency analysis of parabolic stochastic PDEs
+Normal rank
@@ Property / cites work @@
+Statistical inference for SPDEs: an overview
@@ Property / cites work: Statistical inference for SPDEs: an overview / rank @@
+Normal rank
@@ Property / cites work @@
+Drift estimation for discretely sampled SPDEs
@@ Property / cites work: Drift estimation for discretely sampled SPDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter estimation for the stochastically perturbed Navier-Stokes equations
+Normal rank
@@ Property / cites work @@
+A note on parameter estimation for discretely sampled SPDEs
+Normal rank
@@ Property / cites work @@
+Stochastic Equations in Infinite Dimensions
@@ Property / cites work: Stochastic Equations in Infinite Dimensions / rank @@
+Normal rank
@@ Property / cites work @@
+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+Parameter estimation for SPDEs based on discrete observations in time and space
+Normal rank
@@ Property / cites work @@
+Q3138641
@@ Property / cites work: Q3138641 / rank @@
+Normal rank
@@ Property / cites work @@
+Parametric estimation for a parabolic linear SPDE model based on discrete observations
+Normal rank
@@ Property / cites work @@
+Adaptive estimator for a parabolic linear SPDE with a small noise
+Normal rank
@@ Property / cites work @@
+Estimation of an Ergodic Diffusion from Discrete Observations
+Normal rank
@@ Property / cites work @@
+An Introduction to Computational Stochastic PDEs
@@ Property / cites work: An Introduction to Computational Stochastic PDEs / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference for stochastic parabolic equations: a spectral approach
+Normal rank
@@ Property / cites work @@
+Stochastic partial differential equations
@@ Property / cites work: Stochastic partial differential equations / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood inference for a discretely observed stochastic partial differential equation
+Normal rank
@@ Property / cites work @@
+Adaptive estimation of an ergodic diffusion process based on sampled data
+Normal rank
@@ Property / cites work @@
+Quasi likelihood analysis of volatility and nondegeneracy of statistical random field
+Normal rank
@@ Property / cites work @@
+Q3747436
@@ Property / cites work: Q3747436 / rank @@
+Normal rank