Parameter estimation for stochastic parabolic equations: Asymptotic properties of a two-dimensional projection-based estimator

DOI10.1023/A:1022699622088zbMath1012.62103OpenAlexW2170868158MaRDI QIDQ1810761

Sergey V. Lototsky

Publication date: 9 June 2003

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022699622088

zbMATH Keywords

consistencyasymptotic normalityspectral projectionparabolic equationsrandom fields

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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