Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise

DOI10.1007/s11203-023-09301-2arXiv2206.10363OpenAlexW4388849328MaRDI QIDQ6155089

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

Publication date: 16 February 2024

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.10363

zbMATH Keywords

adaptive estimationhigh frequency data\(Q\)-Wiener processsmall noisestochastic partial differential equations in two space dimensions

Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)

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