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Likelihood inference for a discretely observed stochastic partial differential equation - MaRDI portal

Likelihood inference for a discretely observed stochastic partial differential equation (Q1431514)

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scientific article; zbMATH DE number 2072438
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Likelihood inference for a discretely observed stochastic partial differential equation
scientific article; zbMATH DE number 2072438

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    Likelihood inference for a discretely observed stochastic partial differential equation (English)
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    10 June 2004
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    discrete observations
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    likelihood ratio test
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    parabolic equation
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    moment estimators
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    sample path properties
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