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Adaptive estimator for a parabolic linear SPDE with a small noise
We deal with parametric estimation for a parabolic linear second order s...
08/12/2020 ∙ by Yusuke Kaino, et al. ∙
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Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations
We consider the adaptive test for the parameter change in discretely obs...
04/29/2020 ∙ by Yozo Tonaki, et al. ∙
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Parametric estimation for a parabolic linear SPDE model based on sampled data
We consider parametric estimation for a parabolic linear second order st...
09/30/2019 ∙ by Yusuke Kaino, et al. ∙
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Hybrid estimation for ergodic diffusion processes based on noisy discrete observations
We consider parametric estimation for ergodic diffusion processes with n...
11/27/2018 ∙ by Yusuke Kaino, et al. ∙
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