Infinite dimensional parameter identification for stochastic parabolic systems

Aihara, ShinIchi and Bagchi, Arunabha (1989) Infinite dimensional parameter identification for stochastic parabolic systems. Statistics & probability letters, 8 (3). pp. 279-287. ISSN 0167-7152

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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.
Item Type:	Article
Copyright:	© 1989 Elsevier
Faculty:	Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:	Stochastic Systems and Signals (SST)
Link to this item:	http://purl.utwente.nl/publications/70582
Official URL:	http://dx.doi.org/10.1016/0167-7152(89)90134-X
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