PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE

DOI10.1142/S0219493710003091zbMath1204.62034arXiv1002.3911MaRDI QIDQ3069754

Igor Cialenco

Publication date: 19 January 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.3911

zbMATH Keywords

parameter estimation; asymptotic normality; multiplicative noise; stochastic evolution equations; stochastic PDE; singular models

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

60G22: Fractional processes, including fractional Brownian motion

62M99: Inference from stochastic processes

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

Related Items

Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process, Statistical inference for SPDEs: an overview, Stochastic elastic equation driven by multiplicative multi-parameter fractional noise, Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift

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