Infinite dimensional parameter identification for stochastic parabolic systems

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.

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Year of publication:	1989
Authors:	Aihara, ShinIchi ; Bagchi, Arunabha
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 8.1989, 3, p. 279-287
Publisher:	Elsevier
Keywords:	parameter estimation inference for stochastic process stochastic heat diffusion equation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005254811