Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise (Q2059682)

In this work, the authors further study the stochastic heat equation driven by space-only noise that was initiated by \textit{I. Cialenco} et al. [Stat. Inference Stoch. Process. 23, No. 1, 83--103 (2020; Zbl 1436.62085)]. The main results can be summarized as follows. First, in Theorem 2.2, are given the regularity properties of the solution \(u\) for the considered equation. This result seems to extend a result given by \textit{H. J. Kim} and \textit{S. V. Lototsky} [Stoch. Partial Differ. Equ., Anal. Comput. 5, No. 4, 559--591 (2017; Zbl 1387.60099)]. Second, consistent and asymptotically normal estimators for the drift and volatility parameters are derived. In Theorem 3.4 and Theorem 3.5, the proofs are rooted in Malliavin-Stein's method (see [\textit{I. Nourdin} and \textit{G. Peccati}, Normal approximations with Malliavin calculus. From Stein's method to universality. Cambridge: Cambridge University Press (2012; Zbl 1266.60001)] or [\textit{D. Nualart}, The Malliavin calculus and related topics. 2nd ed. Berlin: Springer (2006; Zbl 1099.60003)]). Next, the authors compute explicitly a specific bias, and prove that the corresponding estimators based on the discrete sampling of the solution \(u\) in physical domain are also consistent and asymptotically normal as the spatial sample size increases. An important aspect of the obtained results is providing a pathway to statistical analysis of stochastic processes with smooth paths. The theoretical results are illustrated via some interesting numerical experiments.