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20062023
most citedParametric estimation for a parabolic linear SPDE model based on sampled data

7 citations · 25 across the 21 of their papers we have counts for

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math.ST2023

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…

math.ST2023

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…