| Publication | Date of Publication | Type |
|---|
Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions
(available as arXiv preprint) | N/A | Paper |
Small noise asymptotics for linear parabolic SPDEs in two space dimensions with unknown damping factors
(available as arXiv preprint) | 2026-01-01 | Paper |
Small dispersion asymptotics for an SPDE in two space dimensions using triple increments
Journal of Statistical Planning and Inference | 2025-09-12 | Paper |
Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions
Statistical Inference for Stochastic Processes | 2025-09-09 | Paper |
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments
Metrika | 2025-08-08 | Paper |
Estimation for linear parabolic SPDEs in two space dimensions with unknown damping parameters
(available as arXiv preprint) | 2025-01-01 | Paper |
Volatility change point detection for linear parabolic SPDEs
(available as arXiv preprint) | 2025-01-01 | Paper |
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
Statistical Inference for Stochastic Processes | 2024-02-16 | Paper |
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data
Scandinavian Journal of Statistics | 2024-01-02 | Paper |
Estimation for the damping factor of the driving process of an SPDE in two space dimensions
(available as arXiv preprint) | 2024-01-01 | Paper |
Small dispersion asymptotics for an SPDE in two space dimensions using triple increments
(available as arXiv preprint) | 2024-01-01 | Paper |
Estimation for change point of discretely observed ergodic diffusion processes
Scandinavian Journal of Statistics | 2023-04-21 | Paper |
| Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments | 2023-04-19 | Paper |
Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations
Statistical Inference for Stochastic Processes | 2022-06-01 | Paper |
Adaptive estimator for a parabolic linear SPDE with a small noise
Japanese Journal of Statistics and Data Science | 2021-12-17 | Paper |
Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise
Annals of the Institute of Statistical Mathematics | 2021-08-18 | Paper |
Parametric estimation for a parabolic linear SPDE model based on discrete observations
Journal of Statistical Planning and Inference | 2021-01-06 | Paper |
Hybrid estimation for an ergodic diffusion process based on reduced data
Bulletin of informatics and cybernetics | 2020-09-14 | Paper |
Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations
(available as arXiv preprint) | 2020-04-29 | Paper |
Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
Statistical Inference for Stochastic Processes | 2020-04-07 | Paper |
Hybrid estimators for small diffusion processes based on reduced data
Metrika | 2018-10-01 | Paper |
Hybrid estimators for stochastic differential equations from reduced data
Statistical Inference for Stochastic Processes | 2018-08-10 | Paper |
