Hypothesis testing for stochastic PDEs driven by additive noise
Year of publication: |
2015
|
---|---|
Authors: | Cialenco, Igor ; Xu, Liaosha |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 125.2015, 3, p. 819-866
|
Publisher: |
Elsevier |
Subject: | Hypothesis testing for SPDE | Maximum likelihood estimator | Asymptotically the most powerful test | Cumulant generating function | Fractional heat equation | Additive space–time white noise |
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