Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations
Publication:5087044
DOI10.1080/17442508.2019.1576688zbMath1495.60010arXiv1805.10964OpenAlexW2804462485WikidataQ128489731 ScholiaQ128489731MaRDI QIDQ5087044
Publication date: 8 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1805.10964
parameter estimationasymptotic normalityWiener chaosstochastic evolution equationsfractional Ornstein-Uhlenbeck process
Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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