Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

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

Published:2023-11-21 Issue: Volume: Page:
ISSN:1387-0874
Container-title:Statistical Inference for Stochastic Processes
language:en
Short-container-title:Stat Inference Stoch Process

Author:

Tonaki Yozo^ORCID,Kaino Yusuke,Uchida Masayuki

Funder

Core Research for Evolutional Science and Technology

Ministry of Education, Culture, Sports, Science and Technology

The Institute of Statistical Mathematics Cooperative Research Program

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s11203-023-09301-2.pdf

Reference41 articles.

1. Bibinger M, Trabs M (2020) Volatility estimation for stochastic PDEs using high-frequency observations. Stoch Process Appl 130(5):3005–3052

2. Chong C (2019) High-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part I. arXiv preprint arXiv:1908.04145

3. Chong C (2020) High-frequency analysis of parabolic stochastic PDEs. Ann Stat 48(2):1143–1167

4. Cialenco I (2018) Statistical inference for SPDEs: an overview. Stat Infer Stoch Process 21(2):309–329

5. Cialenco I, Glatt-Holtz N (2011) Parameter estimation for the stochastically perturbed Navier–Stokes equations. Stoch Process Appl 121(4):701–724

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Advanced Statistical Approach for the Mathematical Modeling of Transfer Processes in a Layer Based on Experimental Data at the Boundary;Symmetry;2024-06-26

2. Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments;Metrika;2024-05-18

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3