research
∙
03/06/2021
Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach
Motivated by problems from statistical analysis for discretely sampled S...
share
research
∙
04/30/2020
Parameter estimation for semilinear SPDEs from local measurements
This work contributes to the limited literature on estimating the diffus...
research
∙
03/19/2020
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise revised
The main goal of this paper is to build consistent and asymptotically no...
research
∙
04/24/2019
Drift Estimation for Discretely Sampled SPDEs
The aim of this paper is to study the asymptotic properties of the maxim...
research
∙
04/03/2019
Statistical Analysis of Some Evolution Equations Driven by Space-only Noise
We study the statistical properties of stochastic evolution equations dr...
research
∙
05/29/2018
Bayesian Estimations for Diagonalizable Bilinear SPDEs
The main goal of this paper is to study the parameter estimation problem...
research
∙
12/14/2017