On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's

DOI10.1007/BF01204212zbMath0831.60070OpenAlexW2004157828MaRDI QIDQ1900233

Yanyan Li

Publication date: 25 January 1996

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01204212

zbMATH Keywords

asymptotic normalityasymptotic efficiencymaximum likelihood estimatorscylindrical Brownian motion

Mathematics Subject Classification ID

Point estimation (62F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

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• Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations
• Parameter identification in infinte dimensional linear systems
• Regularized Maximum Likelihood Estimate for an Infinite-Dimensional Parameter in Stochastic Parabolic Systems
• Stochastic Equations in Infinite Dimensions

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