


























We consider parametric estimation for a second order linear parabolic stochastic partial differential equation (SPDE) in two space dimensions driven by a $Q$-Wiener process with a small noise based on high frequency spatio-temporal data. We first provide estimators of the diffusive and advective parameters in the SPDE using temporal and spatial increments. We then construct an estimator of the reaction parameter in the SPDE based on an approximate coordinate process. We also give simulation results of the proposed estimators.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。