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

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References

1987Limit Theorems for Stochastic Processes1,319 cited
2001Statistics of Random Processes514 cited

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2009ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION70 cited
2019Volatility estimation for stochastic PDEs using high-frequency observations48 cited
2021Parameter estimation for SPDEs based on discrete observations in time and space42 cited
2021Nonparametric estimation for linear SPDEs from local measurements32 cited
2003Likelihood inference for a discretely observed stable processde28 cited

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