Trajectory fitting estimators for SPDEs driven by additive noise

DOI10.1007/s11203-016-9152-2zbMath1393.60065arXiv1607.04912OpenAlexW2963678656MaRDI QIDQ1744219

Igor Cialenco, Ruoting Gong, Yicong Huang

Publication date: 16 April 2018

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

Full work available at URL: https://arxiv.org/abs/1607.04912

zbMATH Keywords

parameter estimationinverse problemsstochastic partial differential equationstrajectory fitting estimatorestimation of viscosity coefficient

Mathematics Subject Classification ID

Navier-Stokes equations (35Q30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solution of inverse problems involving ordinary differential equations (65L09)

Related Items

A nonparametric statistical procedure for the detection of marine pollution, Parametric estimation for a parabolic linear SPDE model based on discrete observations, A note on parameter estimation for discretely sampled SPDEs, A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations, Drift estimation for discretely sampled SPDEs, Volatility estimation for stochastic PDEs using high-frequency observations

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A note on error estimation for hypothesis testing problems for some linear SPDEs
• Parameter estimation for the stochastically perturbed Navier-Stokes equations
• Parameter estimation in diagonalizable bilinear stochastic parabolic equations
• Statistical inference for stochastic parabolic equations: a spectral approach
• On asymptotic problems of parameter estimation in stochastic PDE's: Discrete time sampling
• Likelihood inference for a discretely observed stochastic partial differential equation
• On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
• Hypothesis testing for stochastic PDEs driven by additive noise
• Estimation for Some Stochastic Partial Differential Equations Based on Discrete Observations II
• APPROXIMATION OF MAXIMUM LIKELIHOOD ESTIMATOR FOR DIFFUSION PROCESSES FROM DISCRETE OBSERVATIONS
• Approximate maximum likelihood estimation for diffusion processes from discrete observations