Parameter identification in linear stochastic differential equations

DOI10.1016/0167-7152(89)90092-8zbMATH Open0675.60051OpenAlexW2082387628MaRDI QIDQ1122222FDOQ1122222

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

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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)

Cites Work

• On processes of ornstein-uhlenbeck type in hilbert space
• Title not available (Why is that?)
• On stationary solutions of a stochastic differential equation
• Parameter identification in infinte dimensional linear systems

Cited In (9)

• Title not available (Why is that?)
• On periodic parameter identification in stochastic differential equations
• Title not available (Why is that?)
• On a model with errors in variables described by stochastic differential equations
• On Parameter Estimation in the Presence of Noise
• Title not available (Why is that?)
• Title not available (Why is that?)
• Identification of linear stochastic models with covariance restrictions
• Identifiability of linear parametric stochastic systems. I. Identifiability equations

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