Abstract
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.
Original language | Undefined |
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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