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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.ST2022

Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

We study parameter estimation for a linear parabolic second-order stochastic partial differential equation (SPDE) in two space dimensions with a small dispersion parameter using hi…

math.ST2022★ 1 cited

Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

We consider parameter estimation for a linear parabolic second-order stochastic partial differential equation (SPDE) in two space dimensions driven by two types -Wiener processe…