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Infinite dimensional parameter identification for stochastic parabolic systems

Author

Listed:
  • Aihara, ShinIchi
  • Bagchi, Arunabha

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.

Suggested Citation

  • Aihara, ShinIchi & Bagchi, Arunabha, 1989. "Infinite dimensional parameter identification for stochastic parabolic systems," Statistics & Probability Letters, Elsevier, vol. 8(3), pages 279-287, August.
    • Handle: RePEc:eee:stapro:v:8:y:1989:i:3:p:279-287
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    Cited by:

    1. Igor Cialenco, 2018. "Statistical inference for SPDEs: an overview," Statistical Inference for Stochastic Processes, Springer, vol. 21(2), pages 309-329, July.

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