Pseudo-Likelihood Estimation for Parameters of Stochastic Time-Fractional Diffusion Equations
Although stochastic fractional partial differential equations have received increasing attention in the last decade, the parameter estimation of these equations has been seldom reported in literature. In this paper, we propose a pseudo-likelihood approach to estimating the parameters of stochastic t...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-09-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/5/3/129 |