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Parameter estimation for stochastic partial differential equations of second order

Published 11 Jun 2018 in math.PR | (1806.04045v1)

Abstract: Stochastic partial differential equations of second order with two unknown parameters are studied. Based on ergodicity, two suitable families of minimum constrast estimators are introduced. Strong consistency and asymptotic normality of estimators are proved. The results are applied to hyperbolic equations perturbed by Brownian noise.

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