Statistical inference for stochastic parabolic equations: a spectral approach

DOI10.5565/PUBLMAT_53109_01zbMath1157.62057OpenAlexW2162228315MaRDI QIDQ998724

Sergey V. Lototsky

Publication date: 29 January 2009

Published in: Publicacions Matemàtiques (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/42271

zbMATH Keywords

Ornstein-Uhlenbeck processcylindrical Brownian motionsingular statistical models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Gaussian processes (60G15) Markov processes: estimation; hidden Markov models (62M05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Continuity and singularity of induced measures (60G30)

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