Parametric estimation for a parabolic linear SPDE model based on discrete observations
- 3 June 2020
- journal article
- research article
- Published by Elsevier BV in Journal of Statistical Planning and Inference
- Vol. 211, 190-220
- https://doi.org/10.1016/j.jspi.2020.05.004
Abstract
No abstract availableKeywords
Funding Information
- Japan Society for the Promotion of Science
- Research Organization of Information and Systems
- Core Research for Evolutional Science and Technology
This publication has 25 references indexed in Scilit:
- Adaptive estimation of an ergodic diffusion process based on sampled dataStochastic Processes and their Applications, 2012
- Parameter estimation for the stochastically perturbed Navier–Stokes equationsStochastic Processes and their Applications, 2011
- Polynomial type large deviation inequalities and quasi-likelihood analysis for stochastic differential equationsAnnals of the Institute of Statistical Mathematics, 2010
- Contrast-based information criterion for ergodic diffusion processes from discrete observationsAnnals of the Institute of Statistical Mathematics, 2009
- Likelihood inference for a discretely observed stable processdeBernoulli, 2003
- Estimation of an Ergodic Diffusion from Discrete ObservationsScandinavian Journal of Statistics, 1997
- Martingale Estimation Functions for Discretely Observed Diffusion ProcessesBernoulli, 1995
- Approximate discrete-time schemes for statistics of diffusion processesStatistics, 1989
- Statistical inference from sampled data for stochastic processesContemporary Mathematics, 1988
- On estimating the diffusion coefficientJournal of Applied Probability, 1987