31
Views
10
CrossRef citations to date
0
Altmetric
Original Articles

On minimum-contrast estimation for hilbert space-valued stochastic differential equations

&
Pages 217-225 | Accepted 16 Aug 1985, Published online: 04 Apr 2007

References

  • Curtain , R. F. 1981 . Markov processes generated by linear stochastic evolution equations . Stochastics , 5 ( 1,2 ) : 135 – 165 .
  • Loges , W. 1984 . Girsanov's theorem in Hilbert space and an application to the statistics of Hilbert space-valued stochastic differential equations . Stochastic Processes and their Applications , 17 ( 1,2 ) : 243 – 263 .
  • Pfanzagl , J. 1968 . On the measurability and consistency of minimum contrast estimates . Metrika , 14 ( 1,2 ) : 249 – 272 .
  • Gänssler , P. 1972 . Note on minimum contrast estimates for Markov processes . Metrika , 19 ( 1,2 ) : 115 – 130 .
  • Lánska , V. 1979 . Minimum contrast estimation in diffusion processes . Journal of Applied Probability , 16 ( 1,2 ) : 65 – 75 .
  • Mühleis , W. and Witwer , G. 1980 . Minimum-Kontrast-Schätzungen für stochastische Prozesse . Ser. A. Statistics , 11 : 219 – 227 . Mathematische Operationsforschung und Statistik
  • Kozlov , S. M. 1977 . Epuivalence of Measures in Linear Itôs Partial Differntial Equations (In Russian) . Vestnik Moskovskogo Universitatea Ser. I Matematika & Mekhanida , 4 : 47 – 52 . Mathematische Operationsforschung und Statistik
  • Kuo , H. H. 1973 . Absolute continuity of measures corresponding to diffusion processes in Banach space . Annals of Probability , 1 ( 3 ) : 513 – 518 .
  • Koski , T. and Loges , W. 1985 . Asymptotic statistical inference for a stochastic heat flow problem . Statistics and Probability Letters , 3 ( 4 ) : 185 – 189 .
  • Curtain , R. F. and Pritchard , A. 1978 . Infinite Dimensional Linear Systems Theory , Berlin : Springer-Verlag .
  • Slemrod , M. 1976 . Asymptotic behaviour of C0-semigroups as determined by the spectrum of the generator . Indiana University Journal , 25 : 738 – 752 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.