Parameter estimation in diagonalizable bilinear stochastic parabolic equations

Details Parameter estimation in diagonalizable bilinear stochastic parabolic equations Parameter estimation in diagonalizable bilinear stochastic parabolic equations

2007-09-07

arxiv.org/abs/0709.1135v1

Mathematics

Probability

Scientific paper

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 projections. This singularity can be exploited to improve the rate of convergence of traditional estimators as well as to construct completely new closed-form exact estimator.

Affiliated with

Also associated with

No associations

Rating

Parameter estimation in diagonalizable bilinear stochastic parabolic equations does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Parameter estimation in diagonalizable bilinear stochastic parabolic equations, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Parameter estimation in diagonalizable bilinear stochastic parabolic equations will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-468067