Optimal parameter estimation for linear SPDEs from multiple measurements
DOI10.1214/24-aos2364zbMath1548.60079MaRDI QIDQ6621524
Randolf Altmeyer, Anton Tiepner, Martin Wahl
Publication date: 18 October 2024
Published in: The Annals of Statistics (Search for Journal in Brave)
parameter estimationcentral limit theoremminimax lower boundreproducing kernel Hilbert spacelocal measurementslinear SPDEs
Asymptotic properties of parametric estimators (62F12) Central limit and other weak theorems (60F05) Robustness and adaptive procedures (parametric inference) (62F35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Second-order parabolic equations (35K10)
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