ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION (Q5320884): Difference between revisions
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| Property / cites work: On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's / rank | |||
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| Property / cites work: Statistical analysis of the fractional Ornstein--Uhlenbeck type process / rank | |||
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Revision as of 19:13, 1 July 2024
scientific article; zbMATH DE number 5582255
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION |
scientific article; zbMATH DE number 5582255 |
Statements
ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION (English)
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22 July 2009
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asymptotic normality
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ergodicity
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stochastic evolution equations
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