Statistical inference for SPDEs: an overview
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/article/10.1007/s11203-018-9177-9/fulltext.html
Reference64 articles.
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2. Aihara SI (1992) Regularized maximum likelihood estimate for an infinite-dimensional parameter in stochastic parabolic systems. SIAM J Control Optim 30(4):745–764
3. Aihara SI (1998) Consistency property of extended least-squares parameter estimation for stochastic diffusion equation. Syst Control Lett 34(5):249–256
4. Aihara SI (1998) Identification of a discontinuous parameter in stochastic parabolic systems. Appl Math Optim 37(1):43–69
5. Aihara SI, Bagchi A (1989) Infinite-dimensional parameter identification for stochastic parabolic systems. Stat Probab Lett 8(3):279–287
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