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Cialenco, Igor; Lototsky, Sergey V. Parameter estimation in diagonalizable bilinear stochastic parabolic equations. (English) Zbl 1205.62143 Stat. Inference Stoch. Process. 12, No. 3, 203-219 (2009). MSC: 62M99 60H15 62F10 PDFBibTeX XMLCite \textit{I. Cialenco} and \textit{S. V. Lototsky}, Stat. Inference Stoch. Process. 12, No. 3, 203--219 (2009; Zbl 1205.62143) Full Text: DOI arXiv
Basak, Gopal K.; Lee, Philip Asymptotic properties of an estimator of the drift coefficients of multidimensional Ornstein-Uhlenbeck processes that are not necessarily stable. (English) Zbl 1320.62192 Electron. J. Stat. 2, 1309-1344 (2008). MSC: 62M05 62F12 60J60 60F15 PDFBibTeX XMLCite \textit{G. K. Basak} and \textit{P. Lee}, Electron. J. Stat. 2, 1309--1344 (2008; Zbl 1320.62192) Full Text: DOI arXiv Euclid
Gzyl, Henryk; Villasana, Minaya A perturbative approach for reconstructing diffusion coefficients. (English) Zbl 1050.65087 Appl. Math. Comput. 154, No. 1, 1-15 (2004). MSC: 65M32 65M70 91B24 35K15 35R30 PDFBibTeX XMLCite \textit{H. Gzyl} and \textit{M. Villasana}, Appl. Math. Comput. 154, No. 1, 1--15 (2004; Zbl 1050.65087) Full Text: DOI
Khasminskii, R.; Milstein, G. N. On estimation of the linearized drift for nonlinear stochastic differential equations. (English) Zbl 1064.62092 Stoch. Dyn. 1, No. 1, 23-43 (2001). MSC: 62M05 60H10 93E15 PDFBibTeX XMLCite \textit{R. Khasminskii} and \textit{G. N. Milstein}, Stoch. Dyn. 1, No. 1, 23--43 (2001; Zbl 1064.62092) Full Text: DOI