Estimation Problems for Coefficients of Stochastic Partial Differential Equations. Part III

DOI10.1137/S0040585X9797818XzbMath0983.62053MaRDI QIDQ2752949

I. A. Ibragimov, Rafail Z. Khasminskii

Publication date: 22 October 2001

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

inverse problemsasymptotic efficiencyapproximation theorylinear parabolic Ito equationasymptotically minimax estimates

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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