{
  "id": "1002.3911",
  "version": "v2",
  "published": "2010-02-20T16:37:21.000Z",
  "updated": "2010-05-26T05:44:17.000Z",
  "title": "Parameter estimations for SPDEs with multiplicative fractional noise",
  "authors": [
    "Igor Cialenco"
  ],
  "categories": [
    "math.PR",
    "math.ST",
    "stat.TH"
  ],
  "abstract": "We study parameter estimation problem for diagonalizable stochastic partial differential equations driven by a multiplicative fractional noise with any Hurst parameter $H\\in(0,1)$. Two classes of estimators are investigated: traditional maximum likelihood type estimators, and a new class called closed-form exact estimators. Finally the general results are applied to stochastic heat equation driven by a fractional Brownian motion.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2010-05-26T05:44:17.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H15",
      "62F12",
      "60G22"
    ],
    "keywords": [
      "multiplicative fractional noise",
      "parameter estimation",
      "stochastic partial differential equations driven",
      "traditional maximum likelihood type estimators",
      "stochastic heat equation driven"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1002.3911C"
    }
  }
}