Estimation Theory for Abstract Evolution Equations Excited by General White Noise Processes

DOI10.1137/0314070zbMath0344.93064OpenAlexW2164570887MaRDI QIDQ4113694

Ruth F. Curtain

Publication date: 1976

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0314070

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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