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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Bibliographic Details
Published inStatistics & probability letters Vol. 8; no. 3; pp. 279 - 287
Main Authors Aihara, ShinIchi, Bagchi, Arunabha
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 01.08.1989
Elsevier
SeriesStatistics & Probability Letters
Subjects
Applied sciences
Computer science; control theory; systems
Control theory. Systems
Exact sciences and technology
inference for stochastic process
Modelling and identification
parameter estimation
parameter estimation inference for stochastic process stochastic heat diffusion equation
stochastic heat diffusion equation
stochastic heat diffusion equation
parameter estimation
inference for stochastic process
93C29
93E12
Parameter estimation
Diffusion equation
Heat equation
Sieve method
Stochastic equation
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Summary: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.
ISSN:0167-7152
1879-2103
DOI:10.1016/0167-7152(89)90134-X