On some problems of estimation for some stochastic partial differential equations

MaRDI QIDQ3367556zbMATH OpenFDO

Authors B. L. S. Prakasa Rao

Publication date 24 January 2006

Full work available at URL http://ebooks.worldscinet.com/ISBN/9789812777010/9789812777010_0002.html

zbMATH Keywords

Bayes estimationBernstein-von Mises theoremContinuous samplingDiscrete samplingLinear multiplierMaximum likelihood estimationMinimum distance estimationNonparametric inferenceParametric inferenceStochastic partial differential equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Asymptotic properties of parametric estimators (62F12) Nonparametric estimation (62G05)

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(11)

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