Parameter estimation for second-order SPDEs in multiple space dimensions
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Publication:6635298
DOI10.1007/S11203-024-09318-1MaRDI QIDQ6635298
Publication date: 9 November 2024
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
high-frequency dataleast squares estimationcentral limit theorem under dependencemulti-dimensional SPDEs
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Cites Work
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- Parameter Estimation in an SPDE Model for Cell Repolarization
- Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data
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