PARAMETRIC ESTIMATION FOR SPDES DRIVEN BY AN INFINITE DIMENSIONAL MIXED FRACTIONAL BROWNIAN MOTION - Collections

＜journal article＞
PARAMETRIC ESTIMATION FOR SPDES DRIVEN BY AN INFINITE DIMENSIONAL MIXED FRACTIONAL BROWNIAN MOTION

Creator	Creator Name B.L.S. Prakasa Rao Affiliation Affiliation Name CR Rao Advanced Institute of Mathematics, Statistics and Computer Science
Language	English
Publisher	Research Association of Statistical Sciences
Publisher	統計科学研究会
Date	2022
Source Title	Bulletin of informatics and cybernetics
Vol	54
Issue	2
First Page	1
Last Page	14
Publication Type	Version of Record
Access Rights	open access
Crossref DOI	https://doi.org/10.5109/4784007
Abstract	Parametric and nonparametric inference for stochastic processes driven by a fractional Brownian motion were investigated by Mishura and Prakasa Rao among others. Similar problems for processes driven ...by an infinite-dimensional fractional Brownian motion were studied by Huebner, Rozovskii, Prakasa Rao, Cialenco and others. Parametric estimation for stochastic partial differential equations driven by driven by an infinite-dimensional mixed fractional Brownian motion is discussed in this article.show more

File	FileType	Size	Views	Description
BIC-54-2	pdf	124 KB	225

PISSN	0286-522X
EISSN	2435-743X
NCID	AA10634475
Record ID	4784007
Peer-Reviewed	Refereed
Subject Terms	Stochastic differential equation
	Parametric estimation
	Infinitedimensional mixed fractional Brownian motion
Funding Information	Funder Name “INSA Senior Scientist” by theCR Rao Advanced Institute of Mathematics, Statistics and Computer Science
Created Date	2022.05.16
Modified Date	2022.05.16