Maximum likelihood estimation in linear infinite dimensional models

DOI10.1080/15326349408807322MaRDI QIDQ4314754zbMATH OpenOpenAlexWikidataFDO

Authors Jaroslav Mohapl

Publication date 29 June 1995

Published in Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326349408807322

zbMATH Keywords

central limit theoremergodic stationary Markov processergodic theoremGaussian white noise processinfinite dimensional modelinfinite dimensional stationary Markov processinfinitesimal generatormaximum likelihood estimationnuclear space

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Limit theorems for vector-valued random variables (infinite-dimensional case) (60B12) Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Markov processes: estimation; hidden Markov models (62M05)

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(13)

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• Mathematical Foundations of Infinite-Dimensional Statistical Models
• Invariant Theory and Scaling Algorithms for Maximum Likelihood Estimation
• Toward Computerized Efficient Estimation in Infinite-Dimensional Models
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• Joint online parameter estimation and optimal sensor placement for the partially observed stochastic advection-diffusion equation

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