Infinite dimensional parameter identification for stochastic parabolic systems

ShinIchi Aihara, Arunabha Bagchi

    Research output: Contribution to journalArticleAcademic

    7 Citations (Scopus)
    62 Downloads (Pure)

    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 languageUndefined
    Pages (from-to)279-287
    JournalStatistics & probability letters
    Volume8
    Issue number3
    DOIs
    Publication statusPublished - 1989

    Keywords

    • Parameter estimation
    • IR-70582
    • stochastic heat diffusion equation
    • inference for stochastic process

    Cite this

    Aihara, ShinIchi ; Bagchi, Arunabha. / Infinite dimensional parameter identification for stochastic parabolic systems. In: Statistics & probability letters. 1989 ; Vol. 8, No. 3. pp. 279-287.
    @article{75b03a33d8d64dab973b40a6061d84c7,
    title = "Infinite dimensional parameter identification for stochastic parabolic systems",
    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.",
    keywords = "Parameter estimation, IR-70582, stochastic heat diffusion equation, inference for stochastic process",
    author = "ShinIchi Aihara and Arunabha Bagchi",
    year = "1989",
    doi = "10.1016/0167-7152(89)90134-X",
    language = "Undefined",
    volume = "8",
    pages = "279--287",
    journal = "Statistics & probability letters",
    issn = "0167-7152",
    publisher = "Elsevier",
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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 journalArticleAcademic

    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 -