Drift estimation for discretely sampled SPDEs

Cialenco, I; Delgado-Vences, F; Kim, HJ

Kim, HJ (corresponding author), IIT, Dept Appl Math, Chicago, IL 60616 USA.; Kim, HJ (corresponding author), 10 W 32nd Str,Bldg REC,Room 220, Chicago, IL 60616 USA.

STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS, 2020; 8 (4): 895

Abstract

The aim of this paper is to study the asymptotic properties of the maximum likelihood estimator (MLE) of the drift coefficient for fractional stochast......

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