Cialenco, Igor; Lototsky, Sergey V.; Pospišil, Jan Asymptotic properties of the maximum likelihood estimator for stochastic parabolic equations with additive fractional Brownian motion. (English) Zbl 1176.62019 Stoch. Dyn. 9, No. 2, 169-185 (2009). Cited in 17 Documents MSC: 62F12 Asymptotic properties of parametric estimators 60H15 Stochastic partial differential equations (aspects of stochastic analysis) 62M05 Markov processes: estimation; hidden Markov models Keywords:asymptotic normality; ergodicity; stochastic evolution equations PDF BibTeX XML Cite \textit{I. Cialenco} et al., Stoch. Dyn. 9, No. 2, 169--185 (2009; Zbl 1176.62019) Full Text: DOI OpenURL References: [1] Andrews L. C., Special Functions for Engineers and Applied Mathematicians (1985) [2] M. Huebner, R. Khasminskii and B. L. Rozovskii, Stochastic Processes: A Volume in Honor of G. Kallianpur, eds. S. Cambanis (Springer, 1992) pp. 149–160. [3] DOI: 10.1007/BF01204212 · Zbl 0831.60070 [4] DOI: 10.1007/978-1-4899-0027-2 [5] DOI: 10.1007/978-1-4615-1755-9 [6] DOI: 10.1007/978-3-662-05265-5 [7] DOI: 10.1023/A:1021220818545 · Zbl 1021.62061 [8] DOI: 10.1023/A:1009923431187 · Zbl 0966.62069 [9] Kreĭn S. G., Translations of Mathematical Monographs 54, in: Interpolation of Linear Operators (1982) [10] Liptser R. S., Statistics of Random Processes, II: Applications (2001) [11] Maslowski B., Appl. Math. Optim. 67 pp 401– [12] DOI: 10.2307/3318691 · Zbl 0955.60034 [13] DOI: 10.1007/s440-000-8016-7 · Zbl 04560196 [14] Prakasa Rao B. L. S., Th. Stoch. Process. 10 pp 116– [15] Safarov Yu., Translations of Mathematical Monographs 155, in: The Asymptotic Distribution of Eigenvalues of Partial Differential Operators (1997) [16] DOI: 10.1007/978-3-642-56579-3 [17] DOI: 10.1007/s00440-003-0282-2 · Zbl 1036.60056 [18] DOI: 10.1214/009053606000001541 · Zbl 1194.62097 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.