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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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04/23/2021
Change point inference in ergodic diffusion processes based on high frequency data
We deal with the change point problem in ergodic diffusion processes bas...
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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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04/29/2020