Hypothesis testing of maximum likelihood estimation for stochastic PDE

DOI10.6040/J.ISSN.1671-9352.0.2019.026MaRDI QIDQ5127973zbMATH OpenFDO

Authors Xiaowen Wang, Yan Lv

Publication date 27 October 2020

Full work available at URL https://doi.org/10.6040/J.ISSN.1671-9352.0.2019.026

zbMATH Keywords

hypothetical testrejection regionstochastic partial differential equations

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

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Cited in

(2)

• Hypothesis testing for stochastic PDEs driven by additive noise
• A note on error estimation for hypothesis testing problems for some linear SPDEs

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