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20202026
most citedAdaptive tests for parameter changes in ergodic diffusion processes from discrete observations

2 citations · 4 across the 11 of their papers we have counts for

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math.ST2026

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 …