Asymptotic properties of the maximum likelihood estimator for stochastic PDEs disturbed by small noise

DOI10.1023/A:1009990504925zbMath0984.62059OpenAlexW2127635801MaRDI QIDQ1567088

N. Delaunay

Publication date: 13 May 2002

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1009990504925

zbMATH Keywords

asymptotic efficiencymaximum likelihood estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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