Cover Image

Small dispersion asymptotics for an SPDE in two space dimensions using triple increments

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Tonaki, Yozo, Kaino, Yusuke, Uchida, Masayuki
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Small diffusivity asymptotics for a linear parabolic SPDE in two space dimensions
by: Tonaki, Yozo, et al.
Published: (2024)

Estimation for the damping factor of the driving process of an SPDE in two space dimensions
by: Tonaki, Yozo, et al.
Published: (2024)

Estimation for linear parabolic SPDEs in two space dimensions with unknown damping parameters
by: Tonaki, Yozo, et al.
Published: (2025)

Volatility change point detection for linear parabolic SPDEs
by: Tonaki, Yozo, et al.
Published: (2025)

Quasi-Akaike information criterion of structural equation modeling with latent variables for diffusion processes
by: Kusano, Shogo, et al.
Published: (2024)

QBIC of SEM for diffusion processes from discrete observations
by: Kusano, Shogo, et al.
Published: (2024)

QBIC of SEM for jump-diffusion processes based on high-frequency data
by: Kusano, Shogo, et al.
Published: (2026)

Statistical inference in SEM for diffusion processes with jumps based on high-frequency data
by: Kusano, Shogo, et al.
Published: (2025)

Akaike-type information criterion of SEM for jump-diffusion processes based on high-frequency data
by: Kusano, Shogo, et al.
Published: (2025)

Quasi-likelihood ratio test for jump-diffusion processes based on adaptive maximum likelihood inference
by: Nishikawa, Hiromasa, et al.
Published: (2025)

Increasing dimension asymptotics for two-way crossed mixed effect models
by: Lyu, Ziyang, et al.
Published: (2024)

The SPDE approach for spatio-temporal datasets with advection and diffusion
by: Clarotto, Lucia, et al.
Published: (2022)

SPDE Methods for Nonparametric Bayesian Posterior Contraction and Laplace Approximation
by: Alberola-Boloix, Enric, et al.
Published: (2026)

Robustness for free: asymptotic size and power of max-tests in high dimensions
by: Kock, Anders Bredahl, et al.
Published: (2026)

The Laplace asymptotic expansion in high dimensions
by: Katsevich, Anya
Published: (2024)

Exact and asymptotic distribution theory for the empirical correlation of two AR(1) processes with Gaussian increments
by: Ernst, Philip A., et al.
Published: (2023)

Tests for white noise via asymptotically independent U-statistics in high-dimensions
by: Xu, Yuanya
Published: (2026)

From sparse to dense functional data in high dimensions: Revisiting phase transitions from a non-asymptotic perspective
by: Guo, Shaojun, et al.
Published: (2023)

Bayesian one- and two-sided inference on the local effective dimension
by: Belitser, Eduard
Published: (2024)

Minimax asymptotics
by: Meitz, Mika, et al.
Published: (2025)

Non-asymptotic two-sample kernel testing with the spectrally truncated normalized MMD
by: Lacroix, Perrine, et al.
Published: (2026)

Non-ergodic inference for stationary-increment harmonizable stable processes
by: Hoang, Ly Viet, et al.
Published: (2024)

The asymptotic effect of tuning parameters
by: Dæhlen, Ingrid, et al.
Published: (2026)

Non-asymptotic confidence regions on RKHS. The Paley-Wiener and standard Sobolev space cases
by: Gamboa, Fabrice, et al.
Published: (2025)

Spatial confounding under infill asymptotics
by: Bolin, David, et al.
Published: (2024)

Adaptive tail index estimation: minimal assumptions and non-asymptotic guarantees
by: Lederer, Johannes, et al.
Published: (2025)

Robust extrapolation problem for random processes with stationary increments
by: Luz, Maksym, et al.
Published: (2025)

Large parameter asymptotic analysis for homogeneous normalized random measures with independent increments
by: Zhang, Junxi, et al.
Published: (2024)

On the asymptotic properties of product-PCA under the high-dimensional setting
by: Hung, Hung, et al.
Published: (2024)

Non-asymptotic Properties of Generalized Mondrian Forests in Statistical Learning
by: Zhan, Haoran, et al.
Published: (2024)

A non-asymptotic upper bound in prediction for the PLS estimator
by: Castelli, Luca, et al.
Published: (2024)

Consistency of the bootstrap for asymptotically linear estimators based on machine learning
by: Tang, Zhou, et al.
Published: (2024)

Signal-to-noise ratio aware minimaxity and higher-order asymptotics
by: Guo, Yilin, et al.
Published: (2022)

Instrumental variables: A non-asymptotic viewpoint
by: Xia, Eric, et al.
Published: (2024)

On the asymptotics of extremal lp-blocks cluster inference
by: Buriticá, Gloria, et al.
Published: (2022)

An easily verifiable dispersion order for discrete distributions
by: Eberl, Andreas, et al.
Published: (2025)

A new over-dispersed count model
by: Nandi, Anupama, et al.
Published: (2023)

Drift estimation for rough processes under small noise asymptotic : trajectory fitting method
by: Gloter, Arnaud, et al.
Published: (2025)

A new kernel estimator of hazard ratio and its asymptotic mean squared error
by: Moriyama, Taku, et al.
Published: (2016)

The two upper critical dimensions of the Ising and Potts models
by: Wiese, Kay Joerg, et al.
Published: (2023)