An estimation problem for quasilinear stochastic partial differential equations

DOI10.1023/A:1023630515274MaRDI QIDQ2487078zbMATH OpenOpenAlexFDO

Authors I. A. Ibragimov

Publication date 17 August 2005

Published in Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1023630515274

zbMATH Keywords

consistencyasymptotic efficiencylikelihood ratioLAN conditionslower bounds for estimation accuracy

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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