Parameter estimation in infinite-dimensional stochastic differential equations

DOI10.1016/S0167-7152(99)00059-0zbMATH Open0980.62091OpenAlexW1969876365MaRDI QIDQ1124979FDOQ1124979

Authors: Yoon Tae Kim 

Publication date: 6 March 2002

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

Full work available at URL: https://doi.org/10.1016/s0167-7152(99)00059-0

Recommendations

• A parameter estimation for a type of stochastic partial differential equation in the infinite dimensional space
• Parameter estimation in stochastic differential equations.
• scientific article; zbMATH DE number 431862
• Identification of an Infinite-Dimensional Parameter for Stochastic Diffusion Equations
• On some problems of estimation for some stochastic partial differential equations

zbMATH Keywords

stochastic differential equationssemimartingalesquasi-likelihood estimator

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Generalizations of martingales (60G48)

Cites Work

• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• Title not available (Why is that?)
• Semimartingales: A course on stochastic processes
• Quasi-likelihood estimation for semimartingales
• On stochastic squations with respect to semimartingales III
• Title not available (Why is that?)
• Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations

Cited In (4)

• Title not available (Why is that?)
• A parameter estimation for a type of stochastic partial differential equation in the infinite dimensional space
• Estimation of spatially varying parameters with application to hyperbolic SPDEs
• Robust \(H_{\infty}\) control for linear stochastic partial differential systems with time delay

This page was built for publication: Parameter estimation in infinite-dimensional stochastic differential equations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1124979)