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On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's · Study

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ArticleOn asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's

Marianne Huebner1995

OA

Articlebronze1995

On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's

Marianne Huebner · Boris L. Rozovskii

97 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Differential Equations and Boundary Problems Stochastic processes and statistical mechanics

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References

1987Limit Theorems for Stochastic Processes 2001Statistics of Random Processes

Cited by

2018Statistical inference for SPDEs: an overview 2009ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION 2019Volatility estimation for stochastic PDEs using high-frequency observations 2021Parameter estimation for SPDEs based on discrete observations in time and space 2021Nonparametric estimation for linear SPDEs from local measurements

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Details

Year1995

Typearticle

Published1995-06-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations97

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf01204212

openalex_workW2004157828

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