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 |
|---|---|
| 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
Aihara, S., & Bagchi, A. (1989). Infinite dimensional parameter identification for stochastic parabolic systems. Statistics & probability letters, 8(3), 279-287. https://doi.org/10.1016/0167-7152(89)90134-X