Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976)
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scientific article; zbMATH DE number 7290646
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| English | Parametric estimation for a parabolic linear SPDE model based on discrete observations |
scientific article; zbMATH DE number 7290646 |
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Parametric estimation for a parabolic linear SPDE model based on discrete observations (English)
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6 January 2021
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adaptive estimation
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diffusion process
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high frequency data
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stochastic partial differential equation
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thinned data
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0.9161195755004884
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0.8688395619392395
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0.8546122908592224
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0.8439812064170837
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0.813674807548523
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