Parameter estimation in infinite-dimensional stochastic differential equations
type: Item
instance of: scholarly article
title: Parameter estimation in infinite-dimensional stochastic differential equations
zbMATH Open document ID: 0980.62091
DOI: 10.1016/S0167-7152(99)00059-0
author: Yoon Tae Kim
published in: Statistics \& Probability Letters
publication date: 2002-03-06T00:00:00Z
Mathematics Subject Classification ID: 62M99
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 1371476
zbMATH Keywords: quasi-likelihood estimator
zbMATH Keywords: semimartingales
zbMATH Keywords: stochastic differential equations
MaRDI profile type: Publication
cites work: Q3863745
cites work: Quasi-Likelihood and Optimal Estimation, Correspondent Paper
cites work: On stochastic squations with respect to semimartingales III
cites work: Quasi-likelihood estimation for semimartingales
cites work: Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations
cites work: Semimartingales: A course on stochastic processes
cites work: Q5511769
full work available at URL: s0167-7152(99)00059-0
OpenAlex ID: W1969876365
description: scientific article; zbMATH DE number 1371476