most citedAsymptotic Properties of the Maximum Likelihood Estimator for Stochastic Parabolic Equations with Additive Fractional Brownian Motion

1 citations · 1 across the 1 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

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…