Pasemann, Gregor
- Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach
2021/03/06 by Igor Cialenco, Cialenco, Igor, Hyun-Jung Kim +3 · 2 citations
Economics, Econometrics and Finance · Social Sciences · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management
- Parameter estimation for semilinear SPDEs from local measurements
2020/04/30 by Randolf Altmeyer, Igor Cialenco, Altmeyer, Randolf +3 · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #62G05 62F12 #62M05 #Advanced Thermodynamics and Statistical Mechanics #FOS: Mathematics #Primary 60F05 #Probability (math.PR) #Secondary 60H15 #Statistics Theory (math.ST) #Stochastic processes and financial applications