Asymptotic statistical inference for a stochastic heat flow problem

DOI10.1016/0167-7152(85)90015-XzbMath0589.62075MaRDI QIDQ1074277

Timo Koski, Wilfried Loges

Publication date: 1985

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

consistency; normality; Wiener processes; unbounded operator; asymptotic; maximum likelihood estimator; Girsanov's theorem; absolute continuity; central limit theorem for; Hilbert space valued stochastic differentials; Hilbert space valued stochastic integrals; stochastic heat flow; surface conductance parameters

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M05: Markov processes: estimation; hidden Markov models

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

62P99: Applications of statistics

47D03: Groups and semigroups of linear operators

60B11: Probability theory on linear topological spaces

Related Items

The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs, On minimum-contrast estimation for hilbert space-valued stochastic differential equations

Cites Work

• The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance
• Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations
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