Parameter estimation in diagonalizable bilinear stochastic parabolic equations
نویسندگان
چکیده
منابع مشابه
Parameter estimation in diagonalizable bilinear stochastic parabolic equations
A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view of classical statistics, this problem turns out to be singular not only for the original infinite-dimensional system but also for most finite-dimensional pro...
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ژورنال
عنوان ژورنال: Statistical Inference for Stochastic Processes
سال: 2008
ISSN: 1387-0874,1572-9311
DOI: 10.1007/s11203-008-9031-6