4 papers
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…
Quasi-Akaike information criterion of structural equation modeling with latent variables for diffusion processes
Shogo Kusano, Masayuki Uchida
We consider a model selection problem for structural equation modeling (SEM) with latent variables for diffusion processes based on high-frequency data. First, we propose the quasi…
Structural equation modeling with latent variables for diffusion processes and its application to sparse estimation
Shogo Kusano, Masayuki Uchida
We consider structural equation modeling (SEM) with latent variables for diffusion processes based on high-frequency data. The quasi-likelihood estimators for parameters in the SEM…
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…