Asymptotic properties of the maximum likelihood estimator for stochastic PDEs disturbed by small noise

DOI10.1023/A:1009990504925zbMath0984.62059MaRDI QIDQ1567088

N. Delaunay

Publication date: 13 May 2002

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

zbMATH Keywords

asymptotic efficiency; maximum likelihood estimators

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62M05: Markov processes: estimation; hidden Markov models

60H15: Stochastic partial differential equations (aspects of stochastic analysis)