Pages that link to "Item:Q2309597"

The following pages link to Volatility estimation for stochastic PDEs using high-frequency observations (Q2309597):

Displaying 32 items.

• Adaptive estimator for a parabolic linear SPDE with a small noise (Q825347) (← links)
• Parametric estimation for a parabolic linear SPDE model based on discrete observations (Q826976) (← links)
• Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton (Q2043219) (← links)
• Parameter estimation for SPDEs based on discrete observations in time and space (Q2044395) (← links)
• Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise (Q2059682) (← links)
• A weak law of large numbers for realised covariation in a Hilbert space setting (Q2074990) (← links)
• Estimation of the drift parameter for the fractional stochastic heat equation via power variation (Q2178923) (← links)
• High-frequency analysis of parabolic stochastic PDEs (Q2196213) (← links)
• Ergodic properties of the solution to a fractional stochastic heat equation, with an application to diffusion parameter estimation (Q2218146) (← links)
• Drift estimation for discretely sampled SPDEs (Q2219508) (← links)
• Nonparametric estimation for linear SPDEs from local measurements (Q2240807) (← links)
• Bayesian estimations for diagonalizable bilinear SPDEs (Q2289814) (← links)
• Drift estimation for stochastic reaction-diffusion systems (Q2293717) (← links)
• Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (Q2301111) (← links)
• A note on parameter estimation for discretely sampled SPDEs (Q5114813) (← links)
• Estimation of the Hurst and diffusion parameters in fractional stochastic heat equation (Q5153151) (← links)
• Parameter Estimation in an SPDE Model for Cell Repolarization (Q5862902) (← links)
• Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise (Q5876561) (← links)
• (Q5879927) (← links)
• Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs (Q6103215) (← links)
• Parameter estimation for semilinear SPDEs from local measurements (Q6103224) (← links)
• Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations (Q6115250) (← links)
• Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation (Q6134373) (← links)
• Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities (Q6134375) (← links)
• Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data (Q6140330) (← links)
• Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise (Q6155089) (← links)
• Parameter estimation in mixed fractional stochastic heat equation (Q6157633) (← links)
• On the estimation of the jump activity index in the case of random observation times (Q6176238) (← links)
• A feasible central limit theorem for realised covariation of SPDEs in the context of functional data (Q6590456) (← links)
• Optimal parameter estimation for linear SPDEs from multiple measurements (Q6621524) (← links)
• Parameter estimation for second-order SPDEs in multiple space dimensions (Q6635298) (← links)
• Estimation for the reaction term in semi-linear SPDEs under small diffusivity (Q6635725) (← links)