On asymptotic properties of the parameter estimator for a type of SPDE

DOI10.1016/j.jspi.2008.02.016zbMath1146.62071OpenAlexW2000655820MaRDI QIDQ951068

Caiya Zhang, Zheng Yan Lin

Publication date: 29 October 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.02.016

zbMATH Keywords

asymptotic normalitymaximum likelihood estimator

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Random fields; image analysis (62M40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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• On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
• Martingale estimation functions for discretely observed diffusion processes
• A sufficient condition for asymptotic sufficiency of incomplete observations of a diffusion process
• ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• Estimation for Some Stochastic Partial Differential Equations Based on Discrete Observations II
• Stochastic Equations in Infinite Dimensions

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