Optimal parameter estimation for linear SPDEs from multiple measurements
Fuente:
arXiv
Saved in:
| Main Authors: | Altmeyer, Randolf, Tiepner, Anton, Wahl, Martin |
|---|---|
| Format: | Preprint |
| Published: |
2022
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Parameter estimation in hyperbolic linear SPDEs from multiple measurements
by: Tiepner, Anton, et al.
Published: (2024)
by: Tiepner, Anton, et al.
Published: (2024)
Change point estimation for a stochastic heat equation
by: Reiß, Markus, et al.
Published: (2023)
by: Reiß, Markus, et al.
Published: (2023)
Nonparametric Bayesian Inference for Stochastic Reaction-Diffusion Equations
by: Altmeyer, Randolf, et al.
Published: (2025)
by: Altmeyer, Randolf, et al.
Published: (2025)
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
by: Barczy, Matyas, et al.
Published: (2021)
by: Barczy, Matyas, et al.
Published: (2021)
Statistical inference for the stochastic wave equation based on discrete observations
by: Tiepner, Anton, et al.
Published: (2026)
by: Tiepner, Anton, et al.
Published: (2026)
Parameter estimation from local measurements for a class of stochastic Burgers equations
by: Janák, Josef, et al.
Published: (2025)
by: Janák, Josef, et al.
Published: (2025)
Efficient parameter estimation for parabolic SPDEs based on a log-linear model for realized volatilities
by: Bibinger, Markus, et al.
Published: (2022)
by: Bibinger, Markus, et al.
Published: (2022)
Modified weighted power variations of the Hermite process and applications to integrated volatility
by: Ayache, Antoine, et al.
Published: (2026)
by: Ayache, Antoine, et al.
Published: (2026)
On consistency of Bayesian parameter estimations for a class of ergodic Markov models
by: Nurieva, A. I., et al.
Published: (2022)
by: Nurieva, A. I., et al.
Published: (2022)
The nonexplosive solution of explosive autoregressions
by: Häusler, Erich, et al.
Published: (2024)
by: Häusler, Erich, et al.
Published: (2024)
On stable central limit theorems for multivariate discrete-time martingales
by: Häusler, Erich, et al.
Published: (2024)
by: Häusler, Erich, et al.
Published: (2024)
Modified wavelet variation for the Hermite processes
by: Loosveldt, Laurent, et al.
Published: (2024)
by: Loosveldt, Laurent, et al.
Published: (2024)
Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
by: Janák, Josef, et al.
Published: (2023)
by: Janák, Josef, et al.
Published: (2023)
Asymptotic analysis of estimators of ergodic stochastic differential equations
by: Ganguly, Arnab
Published: (2024)
by: Ganguly, Arnab
Published: (2024)
Central Limit Theorem for the $σ$-antithetic multilevel Monte Carlo method
by: Alaya, Mohamed Ben, et al.
Published: (2020)
by: Alaya, Mohamed Ben, et al.
Published: (2020)
Layered Hill estimator for extreme data in clusters
by: Kang, Taegyu, et al.
Published: (2024)
by: Kang, Taegyu, et al.
Published: (2024)
Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration
by: Barczy, Matyas
Published: (2022)
by: Barczy, Matyas
Published: (2022)
Estimation of parameters and local times in a discretely observed threshold diffusion model
by: Mazzonetto, Sara, et al.
Published: (2024)
by: Mazzonetto, Sara, et al.
Published: (2024)
Statistical inference for mean-field queueing systems
by: Lambadaris, Ioannis, et al.
Published: (2024)
by: Lambadaris, Ioannis, et al.
Published: (2024)
Omnibus goodness-of-fit tests for univariate continuous distributions based on trigonometric moments
by: Desgagné, Alain, et al.
Published: (2025)
by: Desgagné, Alain, et al.
Published: (2025)
Ergodic Estimation and Model Assessment for Dynamic Exceedance Times
by: Sande, Åsmund Hausken
Published: (2024)
by: Sande, Åsmund Hausken
Published: (2024)
Inferring the dependence graph density of binary graphical models in high dimension
by: Chevallier, Julien, et al.
Published: (2024)
by: Chevallier, Julien, et al.
Published: (2024)
Depth Patterns and their Applications in Animal Tracking
by: Betken, Annika, et al.
Published: (2024)
by: Betken, Annika, et al.
Published: (2024)
Polynomial time guarantees for sampling based posterior inference in high-dimensional generalised linear models
by: Altmeyer, Randolf
Published: (2022)
by: Altmeyer, Randolf
Published: (2022)
Modeling Stock Returns and Volatility Using Bivariate Gamma Generalized Laplace Law
by: Kozubowski, Tomasz J., et al.
Published: (2026)
by: Kozubowski, Tomasz J., et al.
Published: (2026)
Deficiency bounds for the multivariate inverse hypergeometric distribution
by: Ouimet, Frédéric
Published: (2023)
by: Ouimet, Frédéric
Published: (2023)
Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements
by: Strauch, Claudia, et al.
Published: (2024)
by: Strauch, Claudia, et al.
Published: (2024)
Asymptotics for non-degenerate multivariate $U$-statistics with estimated nuisance parameters under the null and local alternative hypotheses
by: Desgagné, Alain, et al.
Published: (2024)
by: Desgagné, Alain, et al.
Published: (2024)
Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion
by: Mishura, Yuliya, et al.
Published: (2024)
by: Mishura, Yuliya, et al.
Published: (2024)
Estimating the hyperuniformity exponent of point processes
by: Mastrilli, Gabriel, et al.
Published: (2024)
by: Mastrilli, Gabriel, et al.
Published: (2024)
Stein's method for the matrix normal distribution
by: Gaunt, Robert E., et al.
Published: (2026)
by: Gaunt, Robert E., et al.
Published: (2026)
Maximum likelihood estimation for spinal-structured trees
by: Azaïs, Romain, et al.
Published: (2021)
by: Azaïs, Romain, et al.
Published: (2021)
M-estimation for Gaussian processes with time-inhomogeneous drifts from high-frequency data
by: Shimizu, Yasutaka
Published: (2025)
by: Shimizu, Yasutaka
Published: (2025)
Tests for the mean of high-dimensional data
by: Ferger, Dietmar
Published: (2026)
by: Ferger, Dietmar
Published: (2026)
Multivariate MM-estimators with auxiliary Scale for Linear Models with Structured Covariance Matrices
by: Lopuhaa, Hendrik Paul
Published: (2025)
by: Lopuhaa, Hendrik Paul
Published: (2025)
Multivariate change estimation for a stochastic heat equation from local measurements
by: Tiepner, Anton, et al.
Published: (2024)
by: Tiepner, Anton, et al.
Published: (2024)
Strong consistency of pseudo-likelihood parameter estimator for univariate Gaussian mixture models
by: Lember, Jüri, et al.
Published: (2025)
by: Lember, Jüri, et al.
Published: (2025)
Nonparametric estimation of the stationary density for Hawkes-diffusion systems with known and unknown intensity
by: Amorino, Chiara, et al.
Published: (2024)
by: Amorino, Chiara, et al.
Published: (2024)
Large parameter asymptotic analysis for homogeneous normalized random measures with independent increments
by: Zhang, Junxi, et al.
Published: (2024)
by: Zhang, Junxi, et al.
Published: (2024)
On the Kolmogorov-Feller weak law of large numbers for Frechet mean on non-compact symmetric spaces
by: Lee, Jongmin, et al.
Published: (2025)
by: Lee, Jongmin, et al.
Published: (2025)
Similar Items
-
Parameter estimation in hyperbolic linear SPDEs from multiple measurements
by: Tiepner, Anton, et al.
Published: (2024) -
Change point estimation for a stochastic heat equation
by: Reiß, Markus, et al.
Published: (2023) -
Nonparametric Bayesian Inference for Stochastic Reaction-Diffusion Equations
by: Altmeyer, Randolf, et al.
Published: (2025) -
Mixing convergence of LSE for supercritical AR(2) processes with Gaussian innovations using random scaling
by: Barczy, Matyas, et al.
Published: (2021) -
Statistical inference for the stochastic wave equation based on discrete observations
by: Tiepner, Anton, et al.
Published: (2026)