scientific article; zbMATH DE number 2169726

MaRDI QIDQ4677181zbMATH OpenFDO

Authors B. L. S. Prakasa Rao

Publication date 20 May 2005

zbMATH Keywords

fractional Brownian motionmaximum likelihood estimateparameter estimationstochastic partial differential equation

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Inference from stochastic processes (62M99)

Cited in

(6)

• Statistical inference for SPDEs: an overview
• Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion
• Projection estimators of the stationary density of a differential equation driven by the fractional Brownian motion
• Moderate deviation for parameter estimator in the stochastic parabolic equations with additive fractional Brownian motion
• Parameter estimations for linear parabolic fractional SPDEs with jumps
• Parametric estimation for linear stochastic delay differential equations driven by fractional Brownian motion

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