Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data
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Publication:6140330
DOI10.1111/sjos.12663arXiv2201.09036OpenAlexW4377028218MaRDI QIDQ6140330
Masayuki Uchida, Yusuke Kaino, Yozo Tonaki
Publication date: 2 January 2024
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.09036
adaptive estimationhigh frequency data\(Q\)-Wiener processstochastic partial differential equations in two space dimensions
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