Infinite dimensional parameter identification for stochastic parabolic systems

ShinIchi Aihara; Arunabha Bagchi

doi:10.1016/0167-7152(89)90134-X

Infinite dimensional parameter identification for stochastic parabolic systems

ShinIchi Aihara, Arunabha Bagchi

Research output: Contribution to journal › Article › Academic

10 Citations (Scopus)

194 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 language	Undefined
Pages (from-to)	279-287
Journal	Statistics & probability letters
Volume	8
Issue number	3
DOIs	https://doi.org/10.1016/0167-7152(89)90134-X
Publication status	Published - 1989

Keywords

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

Access to Document

10.1016/0167-7152(89)90134-X

Aihara89infinite

Cite this

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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",

number = "3",

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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 -