Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments
Author:
Funder
Core Research for Evolutional Science and Technology
Ministry of Education, Culture, Sports, Science and Technology
The Institute of Statistical Mathematics
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s00184-024-00969-x.pdf
Reference27 articles.
1. Altmeyer R, Bretschneider T, Janák J, Reiß M (2022) Parameter estimation in an SPDE model for cell repolarization. SIAM/ASA J Uncertain Quantif 10(1):179–199
2. Bibinger M, Trabs M (2020) Volatility estimation for stochastic PDEs using high-frequency observations. Stoch Process Appl 130(5):3005–3052
3. Bossert P (2023) Parameter estimation for second-order SPDEs in multiple space dimensions. arXiv preprint arXiv:2310.17828
4. Chong C (2019) High-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part I. arXiv preprint arXiv:1908.04145
5. Chong C (2020) High-frequency analysis of parabolic stochastic PDEs. Ann Stat 48(2):1143–1167
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