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0804.0407
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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
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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
Anton Tiepner
Lukas Trottner
308
2
0
23 Sep 2024
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
B. P. Rao
62
0
0
09 Mar 2021
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
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
Junsoo Kim
H. Shim
Kyoohyung Han
149
21
0
17 Apr 2019
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
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
Computational statistics (Zeitschrift) (CSZ), 2011
A. Brouste
S. Iacus
293
84
0
16 Dec 2011
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
Igor Cialenco
298
21
0
20 Feb 2010
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