Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise

Published:2022-01 Issue: Volume:143 Page:1-30
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Cialenco Igor,Kim Hyun-Jung

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference27 articles.

1. Parameter estimation for semilinear SPDEs from local measurements;Altmeyer,2020

2. On central limit theorems for power variations of the solution to the stochastic heat equation;Bibinger,2019

3. Volatility estimation for stochastic PDEs using high-frequency observations;Bibinger;Stochastic Process. Appl.,2020

4. High-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part I;Chong,2019

5. High-frequency analysis of parabolic stochastic PDEs;Chong;Ann. Statist.,2020

Cited by 5 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. A feasible central limit theorem for realised covariation of SPDEs in the context of functional data;The Annals of Applied Probability;2024-04-01

2. Parameter estimation for semilinear SPDEs from local measurements;Bernoulli;2023-08-01

3. Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation;Japanese Journal of Statistics and Data Science;2023-02-18

4. Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach;Stochastics and Partial Differential Equations: Analysis and Computations;2023-01-16

5. Parameter estimation in mixed fractional stochastic heat equation;Modern Stochastics: Theory and Applications;2023

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