Parameter identification in linear stochastic differential equations

DOI10.1016/0167-7152(89)90092-8MaRDI QIDQ1122222zbMATH OpenOpenAlexFDO

Authors Jacek Dabrowski

Publication date 1989

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(89)90092-8

zbMATH Keywords

parameter identificationlinear stochastic differential equations

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cites work

• scientific article; zbMATH DE number 3456236 (Why is no real title available?)
• On processes of ornstein-uhlenbeck type in hilbert space
• On stationary solutions of a stochastic differential equation
• Parameter identification in infinte dimensional linear systems

Cited in

(9)

• scientific article; zbMATH DE number 2030312 (Why is no real title available?)
• On periodic parameter identification in stochastic differential equations
• scientific article; zbMATH DE number 3862282 (Why is no real title available?)
• On a model with errors in variables described by stochastic differential equations
• On Parameter Estimation in the Presence of Noise
• scientific article; zbMATH DE number 1009510 (Why is no real title available?)
• scientific article; zbMATH DE number 4001104 (Why is no real title available?)
• Identification of linear stochastic models with covariance restrictions
• Identifiability of linear parametric stochastic systems. I. Identifiability equations

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