2 citations · 4 across the 11 of their papers we have counts for
12 papers
Small noise asymptotics for linear parabolic SPDEs in two space dimensions with unknown damping factors
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We study parametric estimation for second order linear parabolic stochastic partial differential equations in two space dimensions with a small volatility parameter driven by a …
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…
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…
Small dispersion asymptotics for an SPDE in two space dimensions using triple increments
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We consider parametric estimation for a second order linear parabolic stochastic partial differential equation (SPDE) in two space dimensions driven by a -Wiener process with a…
Estimation for the damping factor of the driving process of an SPDE in two space dimensions
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We study parametric estimation for a second order linear parabolic stochastic partial differential equation (SPDE) in two space dimensions driven by a -Wiener process based on h…
Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We consider parameter estimation of the reaction term for a second order linear parabolic stochastic partial differential equation in two space dimensions driven by a -Wiener pr…
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We deal with parameter estimation for a linear parabolic second-order stochastic partial differential equation in two space dimensions driven by two types of -Wiener processes b…
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…
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…
Change point inference in ergodic diffusion processes based on high frequency data
Yozo Tonaki, Masayuki Uchida
We deal with the change point problem in ergodic diffusion processes based on high frequency data. Tonaki et al. (2020, 2021) studied the change point problem for the ergodic diffu…
Estimation for change point of discretely observed ergodic diffusion processes
Yozo Tonaki, Yusuke Kaino, Masayuki Uchida
We treat the change point problem in ergodic diffusion processes from discrete observations. Tonaki et al. (2020) proposed adaptive tests for detecting changes in the diffusion and…
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-…