Abstract
| Original language | Undefined |
|---|---|
| Pages (from-to) | 279-287 |
| Journal | Statistics & probability letters |
| Volume | 8 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1989 |
Keywords
- Parameter estimation
- IR-70582
- stochastic heat diffusion equation
- inference for stochastic process
Cite this
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Infinite dimensional parameter identification for stochastic parabolic systems. / Aihara, ShinIchi; Bagchi, Arunabha.
In: Statistics & probability letters, Vol. 8, No. 3, 1989, p. 279-287.Research output: Contribution to journal › Article › Academic
TY - JOUR
T1 - Infinite dimensional parameter identification for stochastic parabolic systems
AU - Aihara, ShinIchi
AU - Bagchi, Arunabha
PY - 1989
Y1 - 1989
N2 - The infinite dimensional parameter estimation for stochastic heat diffusion equations is considered using the method of sieves. The consistency property is also studied for the long run data.
AB - The infinite dimensional parameter estimation for stochastic heat diffusion equations is considered using the method of sieves. The consistency property is also studied for the long run data.
KW - Parameter estimation
KW - IR-70582
KW - stochastic heat diffusion equation
KW - inference for stochastic process
U2 - 10.1016/0167-7152(89)90134-X
DO - 10.1016/0167-7152(89)90134-X
M3 - Article
VL - 8
SP - 279
EP - 287
JO - Statistics & probability letters
JF - Statistics & probability letters
SN - 0167-7152
IS - 3
ER -