Infinite dimensional parameter identification for stochastic parabolic systems

ShinIchi Aihara and Arunabha Bagchi

Statistics & Probability Letters, 1989, vol. 8, issue 3, 279-287

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; inference; for; stochastic; process; stochastic; heat; diffusion; equation (search for similar items in EconPapers)
Date: 1989
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