Pages that link to "Item:Q1900233"

The following pages link to On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's (Q1900233):

Displaying 47 items.

• An identification problem for systems with additive fractional Brownian field (Q334261) (← links)
• Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process (Q390509) (← links)
• Optimal Berry-Esseen bound for statistical estimations and its application to SPDE (Q512025) (← links)
• Parameter estimation for the stochastically perturbed Navier-Stokes equations (Q544483) (← links)
• Parameter estimation in diagonalizable bilinear stochastic parabolic equations (Q625294) (← links)
• Reduced chaos decomposition with random coefficients of vector-valued random variables and random fields (Q649440) (← links)
• On asymptotic properties of the parameter estimator for a type of SPDE (Q951068) (← links)
• Identification of Bayesian posteriors for coefficients of chaos expansions (Q964246) (← links)
• Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process (Q1021254) (← links)
• A characterization of asymptotic behaviour of maximum likelihood estimators for stochastic PDE's (Q1269536) (← links)
• Likelihood inference for a discretely observed stochastic partial differential equation (Q1431514) (← links)
• Asymptotic properties of the maximum likelihood estimator for stochastic PDEs disturbed by small noise (Q1567088) (← links)
• Spectral asymptotics of some functionals arising in statistical inference for SPDEs (Q1593587) (← links)
• Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency (Q1599243) (← links)
• Statistical inference for SPDEs: an overview (Q1656846) (← links)
• Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise (Q1657867) (← links)
• Asymptotic analysis of a kernel estimator for parabolic stochastic partial differential equations driven by fractional noises (Q1705067) (← links)
• Trajectory fitting estimators for SPDEs driven by additive noise (Q1744219) (← links)
• Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients. (Q1872489) (← links)
• Statistical analysis of some evolution equations driven by space-only noise (Q1984646) (← links)
• Parameter estimation for stochastic wave equation based on observation window (Q2036011) (← links)
• Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton (Q2043219) (← links)
• Parameter estimation for SPDEs based on discrete observations in time and space (Q2044395) (← links)
• Drift estimation for discretely sampled SPDEs (Q2219508) (← links)
• Nonparametric estimation for linear SPDEs from local measurements (Q2240807) (← links)
• Hypothesis testing for stochastic PDEs driven by additive noise (Q2253846) (← links)
• Moderate deviations for parameter estimation in some time inhomogeneous diffusions (Q2272122) (← links)
• Drift estimation for stochastic reaction-diffusion systems (Q2293717) (← links)
• Volatility estimation for stochastic PDEs using high-frequency observations (Q2309597) (← links)
• Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation (Q2355273) (← links)
• PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE (Q3069754) (← links)
• The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs (Q3146378) (← links)
• Upper bounds for large deviation probabilities for the MLE and BE of a parameter for some stochastic partial differential equations (Q3440819) (← links)
• (Q3462862) (← links)
• (Q4490312) (← links)
• (Q4514181) (← links)
• Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations (Q5087044) (← links)
• A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations (Q5114816) (← links)
• Moderate deviation for parameter estimator in the stochastic parabolic equations with additive fractional Brownian motion (Q5170137) (← links)
• ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION (Q5320884) (← links)
• Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process (Q5418892) (← links)
• Parameter Estimation in an SPDE Model for Cell Repolarization (Q5862902) (← links)
• Bayes estimation for some stochastic partial differential equations (Q5928949) (← links)
• Parameter estimation for a linear parabolic SPDE model in two space dimensions with a small noise (Q6155089) (← links)
• Parameter estimation for the stochastic heat equation with multiplicative noise from local measurements (Q6596199) (← links)
• Optimal parameter estimation for linear SPDEs from multiple measurements (Q6621524) (← links)
• Estimation for the reaction term in semi-linear SPDEs under small diffusivity (Q6635725) (← links)