Statistical inference for stochastic parabolic equations: a spectral approach
DOI10.5565/PUBLMAT_53109_01zbMATH Open1157.62057OpenAlexW2162228315MaRDI QIDQ998724FDOQ998724
Authors: S. V. Lototsky 
Publication date: 29 January 2009
Published in: Publicacions Matemàtiques (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/42271
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Cited In (29)
- Stochastic discontinuous Galerkin methods (SDGM) based on fluctuation-dissipation balance
- Statistical analysis of some evolution equations driven by space-only noise
- Parameter estimation in diagonalizable bilinear stochastic parabolic equations
- Hypothesis testing for stochastic PDEs driven by additive noise
- An inverse problem for a class of linear stochastic evolution equations
- Joint online parameter estimation and optimal sensor placement for the partially observed stochastic advection-diffusion equation
- Statistical inference for SPDEs: an overview
- Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
- Trajectory fitting estimators for SPDEs driven by additive noise
- Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise
- Parameter estimation for linear parabolic SPDEs in two space dimensions based on high frequency data
- Parameter estimation for SPDEs based on discrete observations in time and space
- Parameter estimation for SPDEs with multiplicative fractional noise
- Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise
- Drift estimation for discretely sampled SPDEs
- Volatility estimation for stochastic PDEs using high-frequency observations
- Asymptotic Analysis of the Sieve Estimator for a Class of Parabolic SPDEs
- Parameter estimation for stochastic wave equation based on observation window
- Minimum distance estimator for a hyperbolic stochastic partial differentialequation
- A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations
- Estimation of the drift parameter for the fractional stochastic heat equation via power variation
- Drift estimation for stochastic reaction-diffusion systems
- A note on error estimation for hypothesis testing problems for some linear SPDEs
- Parameter estimation for the stochastically perturbed Navier-Stokes equations
- A mixed spectral treatment for the stochastic models with random parameters
- Asymptotic statistical inference for a stochastic heat flow problem
- Statistical inference for partial differential equations
- Parameter estimation for stochastic parabolic equations: Asymptotic properties of a two-dimensional projection-based estimator
- ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION
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