Spectral asymptotics of some functionals arising in statistical inference for SPDEs

DOI10.1016/S0304-4149(98)00079-9zbMATH Open0954.62114MaRDI QIDQ1593587FDOQ1593587

Authors: S. V. Lototsky, B. Rozovskii 

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

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zbMATH Keywords

asymptotic normalityparameter estimationcylindrical Wiener process

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of operator theory in probability theory and statistics (47N30)

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Cited In (12)

• Asymptotic upper bounds for the risk of estimators of linear functionals of a spectral density function
• Parameter estimation in diagonalizable bilinear stochastic parabolic equations
• Statistical inference for SPDEs: an overview
• On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions
• Parameter estimation for SPDEs with multiplicative fractional noise
• Title not available (Why is that?)
• Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton
• Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients.
• Drift estimation for stochastic reaction-diffusion systems
• Parameter estimation for the stochastically perturbed Navier-Stokes equations
• Optimal statistical estimators of spectral density in \(L^ 2\)
• The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs

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