Spectral asymptotics of some functionals arising in statistical inference for SPDEs

DOI10.1016/S0304-4149(98)00079-9MaRDI QIDQ1593587zbMATH OpenFDO

Authors S. V. Lototsky, B. Rozovskii

Publication date 17 January 2001

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalityparameter estimationcylindrical Wiener process

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of operator theory in probability theory and statistics (47N30)

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Cited in

(12)

• Asymptotic upper bounds for the risk of estimators of linear functionals of a spectral density function
• Parameter estimation in diagonalizable bilinear stochastic parabolic equations
• Statistical inference for SPDEs: an overview
• On spectral analysis of heavy-tailed Kolmogorov-Pearson diffusions
• Parameter estimation for SPDEs with multiplicative fractional noise
• scientific article; zbMATH DE number 6302927 (Why is no real title available?)
• Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton
• Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients.
• Drift estimation for stochastic reaction-diffusion systems
• Parameter estimation for the stochastically perturbed Navier-Stokes equations
• Optimal statistical estimators of spectral density in \(L^ 2\)
• The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs

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