The Inverse Problem: Maximum Likelihood Method

Leonid I. Piterbarg and Alexander G. Ostrovskii
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Leonid I. Piterbarg: University of Southern California, Center for Applied Mathematical Sciences
Alexander G. Ostrovskii: Kyushu University, Research Institute for Applied Mechanics

Chapter Chapter 6 in Advection and Diffusion in Random Media, 1997, pp 119-144 from Springer

Abstract: Abstract This and the next two chapters address the problem of estimating the deterministic parameters u = (u 1,..., u d ), D = (D ij ), i, j = 1,..., d, and λ in the following stochastic equation describing transport and dissipation of a passive scalar (tracer).

Keywords: Maximum Likelihood Estimator; Fisher Information; Asymptotic Normality; Stochastic Equation; Single Observation (search for similar items in EconPapers)
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4757-4458-3_6

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DOI: 10.1007/978-1-4757-4458-3_6

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