Trajectory fitting estimators for SPDEs driven by additive noise-Reference-Cited by-同舟云学术

Trajectory fitting estimators for SPDEs driven by additive noise

Published:2016-11-16 Issue:1 Volume:21 Page:1-19
ISSN:1387-0874
Container-title:Statistical Inference for Stochastic Processes
language:en
Short-container-title:Stat Inference Stoch Process

Author:

Cialenco Igor^ORCID,Gong Ruoting,Huang Yicong

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/article/10.1007/s11203-016-9152-2/fulltext.html

Reference19 articles.

1. Bishwal JPN (2008) Parameter estimation in stochastic differential equations. Lecture notes in mathematics, vol 1923. Springer, Berlin

2. Chow P (2007) Stochastic partial differential equations. Chapman & Hall/CRC applied mathematics and nonlinear science series. Chapman & Hall/CRC, Boca Raton

3. Cialenco I, Glatt-Holtz N (2011) Parameter estimation for the stochastically perturbed Navier-Stokes equations. Stoch Process Appl 121(4):701–724

4. Cialenco I, Lototsky SV (2009) Parameter estimation in diagonalizable bilinear stochastic parabolic equations. Stat Inference Stoch Process 12(3):203–219

5. Cialenco I, Xu L (2014) A note on error estimation for hypothesis testing problems for some linear SPDEs. Stoch Partial Differ Equ Anal Comput 2(3):408–431

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