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Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic PDEs Disturbed by Small Noise

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  • M. Huebner

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  • M. Huebner, 1999. "Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic PDEs Disturbed by Small Noise," Statistical Inference for Stochastic Processes, Springer, vol. 2(1), pages 57-68, January.
    • Handle: RePEc:spr:sistpr:v:2:y:1999:i:1:p:57-68
    DOI: 10.1023/A:1009990504925
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    References listed on IDEAS

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    1. Loges, Wilfried, 1984. "Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space- valued stochastic differential equations," Stochastic Processes and their Applications, Elsevier, vol. 17(2), pages 243-263, July.
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    Cited by:

    1. Igor Cialenco, 2018. "Statistical inference for SPDEs: an overview," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 309-329, July.

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