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04/19/2023
Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments
We deal with parameter estimation for a linear parabolic second-order st...
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06/21/2022
Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
We study parameter estimation for a linear parabolic second-order stocha...
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01/22/2022
Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data
We consider parameter estimation for a linear parabolic second-order sto...
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02/13/2021
Estimation for change point of discretely observed ergodic diffusion processes
We treat the change point problem in ergodic diffusion processes from di...
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08/12/2020
Adaptive estimator for a parabolic linear SPDE with a small noise
We deal with parametric estimation for a parabolic linear second order s...
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04/29/2020
Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations
We consider the adaptive test for the parameter change in discretely obs...
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09/30/2019
Parametric estimation for a parabolic linear SPDE model based on sampled data
We consider parametric estimation for a parabolic linear second order st...
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11/27/2018