Igor Cialenco

1. Drift Estimation for Discretely Sampled SPDEs
   2019/04/24 by Igor Cialenco, Cialenco, Igor, Francisco Delgado‐Vences +3 · 2 citations
   Economics, Econometrics and Finance · Engineering · Mathematics · #60H15 #62M99 #65L09 #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Numerical methods in inverse problems #Probability (math.PR) #Statistics Theory (math.ST) #Stochastic processes and financial applications
2. Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach
   2021/03/06 by Igor Cialenco, Hyun-Jung Kim, Cialenco, Igor +3 · 2 citations
   Economics, Econometrics and Finance · Social Sciences · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Insurance, Mortality, Demography, Risk Management
3. Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise
   2020/03/19 by Igor Cialenco, Cialenco, Igor, Hyun-Jung Kim +1 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Statistical Methods and Inference #Markov Chains and Monte Carlo Methods
4. Parameter estimation for semilinear SPDEs from local measurements
   2020/04/30 by Randolf Altmeyer, Altmeyer, Randolf, Igor Cialenco +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