An estimation problem for quasilinear stochastic partial differential equations

DOI10.1023/A:1023630515274zbMath1071.62072OpenAlexW128742405MaRDI QIDQ2487078

I. A. Ibragimov

Publication date: 17 August 2005

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1023630515274

zbMATH Keywords

consistencylikelihood ratioasymptotic efficiencyLAN conditionslower bounds for estimation accuracy

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Ildar Abdullovich Ibragimov (on his ninetieth birthday)

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