Bayes estimation for some stochastic partial differential equations

DOI10.1016/S0378-3758(00)00196-8zbMath1090.62558OpenAlexW2037491434WikidataQ126759535 ScholiaQ126759535MaRDI QIDQ5928949

B. L. S. Prakasa Rao

Publication date: 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00196-8

zbMATH Keywords

Bayes estimationBernstein-von Mises theoremMaximum likelihood estimationParabolic stochastic partial differential equations

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (4)

Statistical inference for SPDEs: an overview ⋮ A Bayesian estimation approach for the mortality in a stage-structured demographic model ⋮ Bayesian estimations for diagonalizable bilinear SPDEs ⋮ Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency

Cites Work

• On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
• Diffusion approximation of nuclear space-valued stochastic differential equations driven by Poisson random measures
• ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• The Bernstein-Von Mises Theorem for Markov Processes
• Stochastic Equations in Infinite Dimensions
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