A1026
Title: Parameter estimation for linear SPDEs: Discrete observations within the local approach
Authors: Randolf Altmeyer - Cambridge University (United Kingdom)
Florian Hildebrandt - University of Hamburg (Germany)
Mathias Trabs - Karlsruhe Institute of Technology (Germany) [presenting]
Abstract: A linear SPDE on a bounded domain is studied driven by a stochastic noise process, which is white in time and possibly coloured in space. The aim is to bridge the gap between two popular observation schemes studied for statistics for SPDEs, namely, discrete observations and local measurements. To this end, the local measurements approach is extended to kernels of distribution type. In particular, the discrete Laplacian understood as a local measurement of distribution type, will allow for analyzing estimators based on discrete observations in arbitrary space dimensions.
