Spectral asymptotics of some functionals arising in statistical inference for SPDEs

DOI10.1016/S0304-4149(98)00079-9zbMath0954.62114MaRDI QIDQ1593587

Boris L. Rosovskii, Sergey V. Lototsky

Publication date: 17 January 2001

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

zbMATH Keywords

parameter estimationasymptotic normalitycylindrical 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)

Related Items (8)

Asymptotic analysis of a kernel estimator for parabolic SPDE's with time-dependent coefficients. ⋮ Statistical inference for SPDEs: an overview ⋮ Parameter estimation in diagonalizable bilinear stochastic parabolic equations ⋮ Parameter estimation for the stochastically perturbed Navier-Stokes equations ⋮ PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE ⋮ Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton ⋮ Drift estimation for stochastic reaction-diffusion systems ⋮ The Bernstein-von Mises theorem and spectral asymptotics of Bayes estimators for parabolic SPDEs

Cites Work

• Asymptotic methods in statistical decision theory
• A family of Fourier integral operators and the fundamental solution for a Schrödinger equation
• Uniqueness and absolute continuity of weak solutions for parabolic SPDE's
• On asymptotic problems of parameter estimation in stochastic PDE's: Discrete time sampling
• Estimation techniques for distributed parameter systems
• On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
• Parameter identification in infinte dimensional linear systems
• Regularized Maximum Likelihood Estimate for an Infinite-Dimensional Parameter in Stochastic Parabolic Systems
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