scientific article; zbMATH DE number 431862

zbMATH Open0783.60058MaRDI QIDQ3138641FDOQ3138641

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Publication date: 14 March 1994

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zbMATH Keywords

parameter estimationconsistencyDirichlet problemGalerkin approximationsasymptotic properties of maximum likelihood estimatorsparabolic stochastic PDEs

Mathematics Subject Classification ID

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

Cited In (28)

• Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation
• Hypothesis testing for stochastic PDEs driven by additive noise
• Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise
• Identification of an Infinite-Dimensional Parameter for Stochastic Diffusion Equations
• Statistical inference for SPDEs: an overview
• Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
• Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency
• Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data
• Upper bounds for large deviation probabilities for the MLE and BE of a parameter for some stochastic partial differential equations
• Parameter estimation for SPDEs based on discrete observations in time and space
• On some problems of estimation for some stochastic partial differential equations
• Volatility estimation for stochastic PDEs using high-frequency observations
• Bayes estimation for some stochastic partial differential equations
• Estimation for the reaction term in semi-linear SPDEs under small diffusivity
• Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton
• Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients.
• Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application
• Drift estimation for stochastic reaction-diffusion systems
• A note on error estimation for hypothesis testing problems for some linear SPDEs
• Parameter estimation for the stochastically perturbed Navier-Stokes equations
• Hypothesis testing of maximum likelihood estimation for stochastic PDE
• A parameter estimation for a type of stochastic partial differential equation in the infinite dimensional space
• Nonparametric estimation for linear SPDEs from local measurements
• A note on parameter estimation for discretely sampled SPDEs
• Optimal Berry-Esseen bound for statistical estimations and its application to SPDE
• On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations
• On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
• On asymptotic properties of the parameter estimator for a type of SPDE

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