PARAMETER ESTIMATION FOR SPDEs WITH MULTIPLICATIVE FRACTIONAL NOISE

DOI10.1142/S0219493710003091zbMath1204.62034arXiv1002.3911OpenAlexW2964282209MaRDI QIDQ3069754

Igor Cialenco

Publication date: 19 January 2011

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.3911

zbMATH Keywords

parameter estimationasymptotic normalitymultiplicative noisestochastic evolution equationsstochastic PDEsingular models

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Inference from stochastic processes (62M99) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (8)

Statistical inference for SPDEs: an overview ⋮ Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process ⋮ Ergodicity and drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process of the second kind ⋮ Stochastic elastic equation driven by multiplicative multi-parameter fractional noise ⋮ Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift ⋮ Bayesian estimations for diagonalizable bilinear SPDEs ⋮ Diffusivity estimation for activator-inhibitor models: theory and application to intracellular dynamics of the actin cytoskeleton ⋮ Parameter identification for the discretely observed geometric fractional Brownian motion

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