References
- Stochastic Equations in Infinite Dimensions Da Prato, G.;Zabczyk, J.
- Two Examples of Parameter Estimation for Stochastic Partial Differential Equations, In Stochastic Processes : A Festschrift in Honour of Gopinath Kallianpur Huebner, M.;Khasminski, R.;Rozovskii, B. L.
- Probability Theory and Related Fields v.103 On asymptotic properties of maximum likelihood estimators for parabolic stochastic SPDE's Huebner, M.;Rozovskii, B. L.
- Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces v.47 Ito, K.
- Stochastic Differential Equations in Infinite Dimensions v.26 Kallianpur, G.;Xiong, J.
- Identification of Dynamical Systems with Small Noise Kutoyants, Y.
- Statistics & Probability Letters v.20 On minimu L₁-norm estimate of the parameter of the Ornstein-Uhlenbeck process Kutoyants, Y.;Pilibossian, P.
- Transactions of the American Mathematical Society v.286 A general approach to the optimality of the minimum distance estimators Millar, P. W.
- Journal of Statistical Planning Inference v.91 Bayes estimation for some stochastic partial differential equations Prakasa Rao, B. L. S.
- Stochastic Evolution Systems Rozovskii, B. L.
- Translations of American Mathematical Society v.99 Partial differential equations of elliptic type Shimakura, N.