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math.PR2008★ 1 cited
Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic Parabolic Equations with Additive Fractional Brownian Motion
Igor Cialenco, Sergey Lototsky, Jan Pospisil
A parameter estimation problem is considered for a diagonaliazable stochastic evolution equation using a finite number of the Fourier coefficients of the solution. The equation is…
math.PR2007★ 2 cited
Parameter estimation in diagonalizable bilinear stochastic parabolic equations
Igor Cialenco, Sergey V. Lototsky
A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite syst…