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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.ST2025

Volatility change point detection for linear parabolic SPDEs

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

We consider change point detection for the volatility in second order linear parabolic stochastic partial differential equations based on high frequency spatio-temporal data. We gi…

math.ST2025

Estimation for linear parabolic SPDEs in two space dimensions with unknown damping parameters

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

We study parametric estimation for second order linear parabolic stochastic partial differential equations (SPDEs) in two space dimensions driven by two types of -Wiener process…