7 citations · 25 across the 21 of their papers we have counts for
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math.ST2019★ 7 cited
Parametric estimation for a parabolic linear SPDE model based on sampled data
Yusuke Kaino, Masayuki Uchida
We consider parametric estimation for a parabolic linear second order stochastic partial differential equation (SPDE) from high frequency data which are observed in time and space.…
math.ST2019★ 1 cited
Parametric estimation for convolutionally observed diffusion processes
Shogo H Nakakita, Masayuki Uchida
We propose a new statistical observation scheme of diffusion processes named convolutional observation, where it is possible to deal with smoother observation than ordinary diffusi…