Kolmogorov bounds for drift parameter estimation of continuously-observed SPDEs
The purpose of this paper is to study the asymptotic behavior of the maximum likelihood estimator (MLE) and the minimum contrast estimator (MCE) of the drift coefficient for a stochastic partial differential equation based on continuous time observations of the Fourier coefficients uk(t),k=1,…,N of...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-02-01
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| Series: | Results in Applied Mathematics |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2590037425000020 |
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