Statistical inference for SPDEs: an overview (Q1656846)

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English	Statistical inference for SPDEs: an overview	scientific article

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scholarly article

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Statistical inference for SPDEs: an overview (English)

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zbMATH Open document ID

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10.1007/s11203-018-9177-9

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Statistical Inference for Stochastic Processes

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publication date

10 August 2018

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full work available at URL

https://arxiv.org/abs/1712.05445

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

parabolic SPDE

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stochastic evolution equations

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statistical inference for SPDEs

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identification problems for SPDEs

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MaRDI profile type

MaRDI publication profile

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Regularized Maximum Likelihood Estimate for an Infinite-Dimensional Parameter in Stochastic Parabolic Systems

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Consistency property of extended least-squares parameter estimation for stochastic diffusion equation

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Identification of a discontinuous parameter in stochastic parabolic systems

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Infinite dimensional parameter identification for stochastic parabolic systems

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Identification of an Infinite-Dimensional Parameter for Stochastic Diffusion Equations

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Estimation for Some Stochastic Partial Differential Equations Based on Discrete Observations II

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The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs

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PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE

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Parameter estimation for the stochastically perturbed Navier-Stokes equations

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Parameter estimation in diagonalizable bilinear stochastic parabolic equations

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A note on error estimation for hypothesis testing problems for some linear SPDEs

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Hypothesis testing for stochastic PDEs driven by additive noise

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ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION

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Stochastic Equations in Infinite Dimensions

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Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency

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Statistical inference for stochastic parabolic equations: a spectral approach

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

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A characterization of asymptotic behaviour of maximum likelihood estimators for stochastic PDE's

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Asymptotic properties of the maximum likelihood estimator for stochastic PDEs disturbed by small noise

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Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients.

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Asymptotic Analysis of the Sieve Estimator for a Class of Parabolic SPDEs

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On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's

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Estimation Problems for Coefficients of Stochastic Partial Differential Equations. Part I

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Estimation Problems for Coefficients of Stochastic Partial Differential Equations. Part II

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Estimation Problems for Coefficients of Stochastic Partial Differential Equations. Part III

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Statistical analysis of the fractional Ornstein--Uhlenbeck type process

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Parameter estimation and optimal filtering for fractional type stochastic systems

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Asymptotic statistical inference for a stochastic heat flow problem

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Statistical inference for ergodic diffusion processes.

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Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations

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Spectral asymptotics of some functionals arising in statistical inference for SPDEs

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Stochastic partial differential equations

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Likelihood inference for a discretely observed stochastic partial differential equation

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Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process

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Uniqueness and absolute continuity of weak solutions for parabolic SPDE's

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Stochastic calculus for fractional Brownian motion and related processes.

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On asymptotic problems of parameter estimation in stochastic PDE's: Discrete time sampling

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Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise

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Bayes estimation for some stochastic partial differential equations

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