On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability,Analysis
Link
https://link.springer.com/content/pdf/10.1007/BF01204212.pdf
Reference18 articles.
1. [A] Aihara, S.I.: Regularized maximum likelihood estimate for an infinite dimensional parameter in stochastic parabolic systems. SIAM J. Cont. Optim.30, 745–764 (1992)
2. [B-B] Bagchi, A., Borkar, V.: Parameter identification in infinite dimensional linear systems. Stoch.12, 201–213 (1984)
3. [DZ] Da Prato, G., Zabczyk, J.: Stochastic equations in infinite dimensions. Cambridge: Cambridge University Press 1992
4. [G-Sk] Gikhman, I.I., Skorokhod, A.V.: Stochastic processes I. Berlin: Springer 1979
5. [H] Huebner, M.: Parameter estimation for stochastic differential equations. Thesis, University of Southern California 1993
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