Adaptive estimator for a parabolic linear SPDE with a small noise
نویسندگان
چکیده
We deal with parametric estimation for a parabolic linear second-order stochastic partial differential equation (SPDE) small dispersion parameter based on high-frequency data which are observed in time and space. Using the thinned respect to space obtained from data, minimum contrast estimators of two coefficient parameters SPDE proposed. With these we construct an approximation coordinate process SPDE. approximate process, obtain adaptive estimator Moreover, give simulation results proposed
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ژورنال
عنوان ژورنال: Japanese Journal of Statistics and Data Science
سال: 2021
ISSN: ['2520-8764', '2520-8756']
DOI: https://doi.org/10.1007/s42081-021-00112-4