An identification problem for systems with additive fractional Brownian field
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Publication:334261
DOI10.1007/S10559-016-9850-1zbMATH Open1348.93267OpenAlexW2396499848MaRDI QIDQ334261FDOQ334261
Authors: O. M. Deriyeva, S. P. Shpyga 
Publication date: 1 November 2016
Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10559-016-9850-1
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- Estimation for a semimartingale regression model using the method of sieves
- Parameter estimation for stochastic parabolic equations: Asymptotic properties of a two-dimensional projection-based estimator
- On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
- Control problem for diffusion-type random fields
- Identification of Nonstationary Diffusion Model by the Method of Sieves
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- Asymptotic Analysis of the Sieve Estimator for a Class of Parabolic SPDEs
- Asymptotic properties of an estimator for the drift coefficient of a stochastic differential equation with fractional Brownian motion
- Parameter estimation for stochastic equations with additive fractional Brownian sheet
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