Publication:2992261
From MaRDI portal
DOI10.3969/j.issn.1001-4268.2015.06.002zbMath1349.60108MaRDI QIDQ2992261
Publication date: 10 August 2016
martingalesmaximum likelihood estimatorstochastic partial differential equationmoderate deviationsadditive fractional Brownian motion
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)