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math.PR2019
A space-consistent version of the minimum-contrast estimator for linear stochastic evolution equations
Pavel Kriz
A new modification of the minimum-contrast estimator (the weighted MCE) of drift parameter in a linear stochastic evolution equation with additive fractional noise is introduced in…
math.PR2018
Central Limit Theorems and Minimum-Contrast Estimators for Linear Stochastic Evolution Equations
Pavel Kriz, Bohdan Maslowski
Central limit theorems and asymptotic properties of the minimum-contrast estimators of the drift parameter in linear stochastic evolution equations driven by fractional Brownian mo…