Maximum Likelihood Estimate for Infinite-dimensional Parameter in Stochastic Hyperbolic Systems
نویسندگان
چکیده
منابع مشابه
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. Ah4S 1980 Subject Classifications: 93C29, 93E12.
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ژورنال
عنوان ژورنال: Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
سال: 1994
ISSN: 2188-4730,2188-4749
DOI: 10.5687/sss.1994.105