On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
From MaRDI portal
Publication:1900233
Recommendations
- A characterization of asymptotic behaviour of maximum likelihood estimators for stochastic PDE's
- Asymptotic properties of the maximum likelihood estimator for stochastic PDEs disturbed by small noise
- scientific article; zbMATH DE number 6531301
- scientific article; zbMATH DE number 431862
- scientific article; zbMATH DE number 1304730
Cites work
- scientific article; zbMATH DE number 54029 (Why is no real title available?)
- scientific article; zbMATH DE number 3998594 (Why is no real title available?)
- scientific article; zbMATH DE number 782641 (Why is no real title available?)
- 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
Cited in
(47)- Drift estimation for discretely sampled SPDEs
- Asymptotic Analysis of the Sieve Estimator for a Class of Parabolic SPDEs
- Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation
- Hypothesis testing for stochastic PDEs driven by additive noise
- Upper bounds for large deviation probabilities for the MLE and BE of a parameter for some stochastic partial differential equations
- scientific article; zbMATH DE number 1532120 (Why is no real title available?)
- Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton
- Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements
- Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise
- scientific article; zbMATH DE number 6531301 (Why is no real title available?)
- Trajectory fitting estimators for SPDEs driven by additive noise
- Parameter estimation for stochastic wave equation based on observation window
- Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
- Nonparametric estimation for linear SPDEs from local measurements
- Drift estimation for stochastic reaction-diffusion systems
- On asymptotic properties of the parameter estimator for a type of SPDE
- Moderate deviations for parameter estimation in some time inhomogeneous diffusions
- Parameter estimation for the stochastically perturbed Navier-Stokes equations
- Likelihood inference for a discretely observed stochastic partial differential equation
- Statistical analysis of some evolution equations driven by space-only noise
- Parameter estimation in diagonalizable bilinear stochastic parabolic equations
- Parameter estimation for SPDEs based on discrete observations in time and space
- Statistical inference for SPDEs: an overview
- ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION
- Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations
- A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations
- Identification of Bayesian posteriors for coefficients of chaos expansions
- Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency
- Parameter Estimation in an SPDE Model for Cell Repolarization
- Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients.
- scientific article; zbMATH DE number 431862 (Why is no real title available?)
- Reduced chaos decomposition with random coefficients of vector-valued random variables and random fields
- Volatility estimation for stochastic PDEs using high-frequency observations
- Moderate deviation for parameter estimator in the stochastic parabolic equations with additive fractional Brownian motion
- An identification problem for systems with additive fractional Brownian field
- Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
- Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process
- Optimal Berry-Esseen bound for statistical estimations and its application to SPDE
- The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs
- Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process
- Bayes estimation for some stochastic partial differential equations
- Spectral asymptotics of some functionals arising in statistical inference for SPDEs
- Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises
- Estimation for the reaction term in semi-linear SPDEs under small diffusivity
- Optimal parameter estimation for linear SPDEs from multiple measurements
- Parameter estimation for SPDEs with multiplicative fractional noise
- scientific article; zbMATH DE number 1474215 (Why is no real title available?)
This page was built for publication: On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1900233)
