Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations

DOI10.1080/17442508.2019.1576688zbMath1495.60010arXiv1805.10964OpenAlexW2804462485WikidataQ128489731 ScholiaQ128489731MaRDI QIDQ5087044

Pavel Kříž, Bohdan Maslowski

Publication date: 8 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.10964

zbMATH Keywords

parameter estimationasymptotic normalityWiener chaosstochastic evolution equationsfractional Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (6)

Gaussian and hermite Ornstein–Uhlenbeck processes ⋮ Berry-Esseen bounds of second moment estimators for Gaussian processes observed at high frequency ⋮ Pathwise least-squares estimator for linear SPDEs with additive fractional noise ⋮ Parameter-dependent filtering of Gaussian processes in Hilbert spaces ⋮ A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations ⋮ Filtering of Gaussian processes in Hilbert spaces

Uses Software

• YUIMA

Cites Work

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