On asymptotic problems of parameter estimation in stochastic PDE's: Discrete time sampling
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Publication:1368863
zbMath0884.65140MaRDI QIDQ1368863
Boris L. Rosovskii, Leonid I. Piterbarg
Publication date: 12 March 1998
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
parameter estimationmaximum likelihood estimationstochastic partial differential equationasymptotic problems
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic methods, stochastic differential equations (65C99)
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