Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations
Author:
Affiliation:
1. Department of Mathematics, University of Chemistry and Technology, Prague 6, Czech Republic
2. Faculty of Mathematics and Physics, Charles University in Prague, Prague 8, Czech Republic
Funder
GACR
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2019.1576688
Reference23 articles.
1. Ergodicity and Drift Parameter Estimation for Infinite-Dimensional Fractional Ornstein–Uhlenbeck Process of the Second Kind
2. Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package
3. ASYMPTOTIC PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR FOR STOCHASTIC PARABOLIC EQUATIONS WITH ADDITIVE FRACTIONAL BROWNIAN MOTION
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