A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations

DOI10.1142/S0219493720500197zbMath1451.60068arXiv1901.00653WikidataQ127251005 ScholiaQ127251005MaRDI QIDQ5114816

Pavel Kříž

Publication date: 26 June 2020

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1901.00653

zbMATH Keywords

spectral approachfractional SPDEsminimum-contrast estimator

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (1)

Pathwise least-squares estimator for linear SPDEs with additive fractional noise

Uses Software

• YUIMA

Cites Work

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