Maximum likelihood estimation for a linear stochastic evolution equation

DOI10.6040/J.ISSN.1671-9352.0.2013.604MaRDI QIDQ5497518zbMATH OpenFDO

Authors Yuhuan Zhao, Xiao-Bin Zhang

Publication date 11 February 2015

Full work available at URL https://doi.org/10.6040/J.ISSN.1671-9352.0.2013.604

zbMATH Keywords

gradient operatormaximum likelihood estimationstochastic evolution equationWiener process

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Point estimation (62F10)

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