Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients.
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Publication:1872489
DOI10.1214/aoap/1019487615zbMath1073.62522OpenAlexW2146590061MaRDI QIDQ1872489
Publication date: 6 May 2003
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoap/1019487615
Density estimation (62G07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (4)
Statistical inference for SPDEs: an overview ⋮ Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises ⋮ Nonparametric estimation for linear SPDEs from local measurements ⋮ Volatility estimation for stochastic PDEs using high-frequency observations
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