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

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

2 April 2008
Igor Cialenco
S. Lototsky
J. Pospíšil
ArXiv (abs)PDFHTML

Papers citing "Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic Parabolic Equations with Additive Fractional Brownian Motion"

11 / 11 papers shown
Multivariate change estimation for a stochastic heat equation from local
  measurements
Multivariate change estimation for a stochastic heat equation from local measurements
Anton Tiepner
Lukas Trottner
308
2
0
23 Sep 2024
Nonparametric velocity estimation in stochastic convection-diffusion
  equations from multiple local measurements
Nonparametric velocity estimation in stochastic convection-diffusion equations from multiple local measurements
Claudia Strauch
Anton Tiepner
189
4
0
13 Feb 2024
Parametric Estimation for Processes Driven by Infinite Dimensional Mixed
  Fractional Brownian Motion
Parametric Estimation for Processes Driven by Infinite Dimensional Mixed Fractional Brownian Motion
B. P. Rao
62
0
0
09 Mar 2021
A Note On Inference for the Mixed Fractional Ornstein-Uhlenbeck Process
  with Drift
A Note On Inference for the Mixed Fractional Ornstein-Uhlenbeck Process with Drift
C. Cai
Min Zhang
88
0
0
08 Sep 2020
Drift Estimation for Discretely Sampled SPDEs
Drift Estimation for Discretely Sampled SPDEs
Igor Cialenco
Francisco Delgado-Vences
Hyun-Jung Kim
138
39
0
24 Apr 2019
Comprehensive Introduction to Fully Homomorphic Encryption for Dynamic
  Feedback Controller via LWE-based Cryptosystem
Comprehensive Introduction to Fully Homomorphic Encryption for Dynamic Feedback Controller via LWE-based Cryptosystem
Junsoo Kim
H. Shim
Kyoohyung Han
149
21
0
17 Apr 2019
Estimating Drift Parameters in a Fractional Ornstein Uhlenbeck Process
  with Periodic Mean
Estimating Drift Parameters in a Fractional Ornstein Uhlenbeck Process with Periodic Mean
H. Dehling
B. Franke
Jeannette H. C. Woerner
90
46
0
10 Sep 2015
On drift parameter estimation for reflected fractional
  Ornstein-Uhlenbeck processes
On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes
Chihoon Lee
Jian Song
149
18
0
26 Mar 2013
Parameter estimation for the discretely observed fractional
  Ornstein-Uhlenbeck process and the Yuima R package
Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R packageComputational statistics (Zeitschrift) (CSZ), 2011
A. Brouste
S. Iacus
293
84
0
16 Dec 2011
Parameter Estimation for the Stochastically Perturbed Navier-Stokes
  Equations
Parameter Estimation for the Stochastically Perturbed Navier-Stokes Equations
Igor Cialenco
N. Glatt-Holtz
380
52
0
10 Jun 2010
Parameter estimations for SPDEs with multiplicative fractional noise
Parameter estimations for SPDEs with multiplicative fractional noise
Igor Cialenco
298
21
0
20 Feb 2010
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