Nonparametric inference for a class of SPDEs driven by fractional noises

MaRDI QIDQ4980768zbMATH OpenFDO

Authors Dan Tang, Guannan Zhang, Yongjin Wang

Publication date 30 June 2014

zbMATH Keywords

fractional noisenonparametric inferencestochastic partial differential equation

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20)

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Cited in

(6)

• Statistical inference for SPDEs: an overview
• Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises
• Nonparametric estimation for i.i.d. paths of fractional SDE
• Left-inverses of fractional Laplacian and sparse stochastic processes
• Stochastic partial differential equations driven by space-time fractional noises
• On the sieve estimator for fractional SPDEs from discrete observations

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