Year: 2020
Type: article
Abstract: A parameter estimation problem for a class of semilinear stochastic evolution equations is considered. Conditions for consistency and asymptotic normality are given in terms of growth and continuity properties of the nonlinear part. Emphasis is put on the case of stochastic reaction-diffusion systems. Robustness results for statistical inference under model uncertainty are provided.
Source: Electronic Journal of Statistics
DOI: 10.1214/19-ejs1665
Authors: Gregor Pasemann, Wilhelm Stannat
Institution: Technische Universität Berlin
Language: English
Subfield: Control and Systems Engineering
Field: Engineering
Domain: Physical Sciences
Open Access status: gold
Estimated APC paid: $675
Funder: Deutsche Forschungsgemeinschaft
Award: G5178538795
OpenAlex ID: W2937856063