Relevant Publications
Viscosities estimation for the stochastic Primitive Equations (with Ruimeng Hu and Quyuan Lin), Stoch PDE: Anal Comp, 2025. DOI:10.1007/s40072-025-00363-2 / arXiv:2309.06952 / PDF
Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach (with Hyun-Jung Kim and Gregor Pasemann), Stoch PDE: Anal Comp 12, pp. 326–351, 2023 (preprint 2021). DOI: 10.1007/s40072-022-00285-3 arXiv
Parameter estimation for semilinear SPDEs from local measurements (Randolf Altmeyer and Gregor Pasemann), Bernoulli 29(3): 2035-2061, 2023 (preprint 2020). DOI: 10.3150/22-BEJ1531 arXiv PDF
Parameter estimation for discretely sampled stochastic heat equation driven by space-only noise revised (with Hyun-Jung Kim), Stochastic Processes and their Applications, 22, pp. 1-30, 2022. DOI: 10.1016/j.spa.2021.09.012 arXiv PDF
Drift estimation for discretely sampled SPDEs (with Francisco Delgado-Vences, and Hyun-Jung Kim) Stoch PDE: Anal Comp, 8, pp. 895–920, 2020. DOI: 10.1007/s40072-019-00164-4 arXiv PDF
Statistical Analysis of Some Evolution Equations Driven by Space-Only Noise (with Hyun-Jung Kim, and Sergey Lototsky) Statistical Inference for Stochastic Processes, 23, 83–103, 2020. DOI: 10.1007/s11203-019-09205-0 arXiv PDF
Bayesian Estimations for Diagonalizable Bilinear SPDEs (with Ziteng Cheng and Ruoting Gong) Stochastic Processes and their Applications, 20(2), pp. 845-877, 2020 (preprint 2018) DOI:10.1016/j.spa.2019.03.020 arXiv, PDF
Statistical Inference for SPDEs: an overview, Statistical Inference for Stochastic Processes, 21(2), pp 309-329, 2018. DOI:10.1007/s11203-018-9177-9, arXiv, PDF
A note on parameter estimation for discretely sampled SPDEs (with Yicong Huang) Stochastics and Dynamics 20(3), pp. 2050016, 2020 (28 pages, preprint 2017). DOI:10.1142/S02194937205001, arXiv, PDF
Trajectory Fitting Estimators for SPDEs Driven by Additive Noise (with Ruoting Gong and Yicong Huang) Statistical Inference for Stochastic Processes, 21(1), pp. 1-19, 2018 (accepted for publication 2016).DOI:10.1007/s11203-016-9152-2, arXiv, PDF
A note on error estimation for hypothesis testing problems for some linear SPDEs (with Liaosha Xu) Stochastic Partial Differential Equations: Analysis and Computations, September 2014, vol. 2, No 3, pp. 408-431.DOI:10.1142/S0219024913500027, arXiv
Hypothesis testing for stochastic PDEs driven by additive noise (with Liaosha Xu) Stoch Proc and App, 125(3), March 2015, pp. 819-866, DOI:10.1016/j.spa.2014.09.022, arXiv, PDF
Parameter estimation for stochastically perturbed Navier-Stokes Equations (with Nathan Glatt-Holtz) Stochastic Processes and their Applications, vol 121, pp. 701-724, 2011. DOI:10.1016/j.spa.2010.12.007, arXiv
Parameter estimations for SPDEs with multiplicative fractional noise, Stochastics and Dynamics, Vol. 10, No. 4, pp 561-576, 2010, DOI: 10.1142/S0219493710003091 arXiv
Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic Parabolic Equations with Additive Fractional Brownian Motion (with Sergey V. Lototsky and Jan Pospisil) Stochastics and Dynamics, Vol. 9, No. 2, pp. 169-185, 2009 DOI: 10.1142/S0219493709002610 arXiv
Parameter estimation in diagonalizable bilinear stochastic parabolic equations (with Sergey V. Lototsky) Statistical Inference for Stochastic Processes, vol 12, No.3, pp. 203-219, 2009 DOI: 10.1007/s11203-008-9031-6 arXiv
