Parameter identification for hyperbolic stochastic systems

ShinIchi Aihara, Arunabha Bagchi

    Research output: Contribution to journalArticleAcademicpeer-review

    11 Citations (Scopus)
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    Parameter identification is studied for hyperbolic stochastic systems. Explicit sufficient conditions ensuring consistency of the maximum likelihood estimate are given.
    Original languageEnglish
    Pages (from-to)485-499
    Number of pages15
    JournalJournal of mathematical analysis and applications
    Issue number2
    Publication statusPublished - 1991

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