Parameter estimation for semilinear SPDEs from local measurements-Reference-Cited by-同舟云学术

Parameter estimation for semilinear SPDEs from local measurements

Published:2023-08-01 Issue:3 Volume:29 Page:
ISSN:1350-7265
Container-title:Bernoulli
language:
Short-container-title:Bernoulli

Author:

Altmeyer Randolf¹,Cialenco Igor²,Pasemann Gregor¹

Affiliation:

1. Institut für Mathematik, Humboldt-Universität zu Berlin, Unter den Linden 6, 10099 Berlin, Germany

2. Department of Applied Mathematics, Illinois Institute of Technology, 10 W 32nd Str, Building REC, Room 220, Chicago, IL 60616, USA

Publisher

Bernoulli Society for Mathematical Statistics and Probability

Subject

Statistics and Probability

Reference42 articles.

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2. Tsybakov, A.B. (2008). Introduction to Nonparametric Estimation. Berlin: Springer.

3. Da Prato, G. and Zabczyk, J. (2014). Stochastic Equations in Infinite Dimensions, 2nd ed. Encyclopedia of Mathematics and Its Applications 152. Cambridge: Cambridge Univ. Press. 10.1017/CBO9781107295513

4. Bibinger, M. and Trabs, M. (2020). Volatility estimation for stochastic PDEs using high-frequency observations. Stochastic Process. Appl. 130 3005–3052. 10.1016/j.spa.2019.09.002

5. Chong, C. (2020). High-frequency analysis of parabolic stochastic PDEs. Ann. Statist. 48 1143–1167. 10.1214/19-AOS1841

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