A characterization of asymptotic behaviour of maximum likelihood estimators for stochastic PDE's

zbMath0908.62021MaRDI QIDQ1269536

K. Appert

Publication date: 3 March 1999

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

efficiencymaximum likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and spectral analysis (62M15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Probabilistic methods, stochastic differential equations (65C99)

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