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20182026
most citedParametric estimation for a parabolic linear SPDE model based on sampled data

7 citations · 14 across the 13 of their papers we have counts for

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math.ST2020★ 1 cited

Adaptive estimator for a parabolic linear SPDE with a small noise

Yusuke Kaino, Masayuki Uchida

We deal with parametric estimation for a parabolic linear second order stochastic partial differential equation (SPDE) with a small dispersion parameter based on high frequency dat…

math.ST2020★ 2 cited

Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

We consider the adaptive test for the parameter change in discretely observed ergodic diffusion processes based on the cusum test. Using two test statistics based on the two quasi-…