Asymptotic Analysis of the Sieve Estimator for a Class of Parabolic SPDEs

DOI10.1111/1467-9469.00194zbMATH Open0955.62087OpenAlexW2031477780MaRDI QIDQ4516159FDOQ4516159

Authors:

Publication date: 27 November 2000

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00194

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zbMATH Keywords

asymptotic normalitymaximum likelihood estimationsieve estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Random fields; image analysis (62M40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cited In (5)

• Statistical inference for SPDEs: an overview
• Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients.
• An identification problem for systems with additive fractional Brownian field
• Nonparametric inference for parabolic stochastic partial differential equations
• On the sieve estimator for fractional SPDEs from discrete observations

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