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

Latest revision as of 08:38, 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

Statements

instance of

scholarly article

0 references

title

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

0 references

0 references

0 references

0 references

Scandinavian Journal of Statistics

0 references

publication date

2 January 2024

0 references

full work available at URL

https://arxiv.org/abs/2201.09036

0 references

zbMATH Keywords

adaptive estimation

0 references

high frequency data

0 references

\(Q\)-Wiener process

0 references

stochastic partial differential equations in two space dimensions

0 references

MaRDI profile type

MaRDI publication profile

0 references

cites work

Parameter Estimation in an SPDE Model for Cell Repolarization

0 references

Volatility estimation for stochastic PDEs using high-frequency observations

0 references

High-frequency analysis of parabolic stochastic PDEs

0 references

Statistical inference for SPDEs: an overview

0 references

Drift estimation for discretely sampled SPDEs

0 references

Parameter estimation for the stochastically perturbed Navier-Stokes equations

0 references

A note on parameter estimation for discretely sampled SPDEs

0 references

Stochastic Equations in Infinite Dimensions

0 references

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

0 references

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

0 references

Q3138641

0 references

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

0 references

Adaptive estimator for a parabolic linear SPDE with a small noise

0 references

Estimation of an Ergodic Diffusion from Discrete Observations

0 references

An Introduction to Computational Stochastic PDEs

0 references

Statistical inference for stochastic parabolic equations: a spectral approach

0 references

Stochastic partial differential equations

0 references

Likelihood inference for a discretely observed stochastic partial differential equation

0 references

Adaptive estimation of an ergodic diffusion process based on sampled data

0 references

Quasi likelihood analysis of volatility and nondegeneracy of statistical random field

0 references

Q3747436

0 references

Identifiers

0 references

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

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