Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency

DOI10.1006/JMVA.2001.1989MaRDI QIDQ1599243zbMATH OpenOpenAlexFDO

Authors B. Maslowski, B. Goldys

Publication date 10 March 2003

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1006/jmva.2001.1989

zbMATH Keywords

identifiabilitymaximum likelihood estimatorstrong law of large numbersinvariant measureinfinitesimal generatortransition semigroupsemilinear stochastic evolution equation

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Non-Markovian processes: estimation (62M09) Identification in stochastic control theory (93E12) Stochastic learning and adaptive control (93E35)

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Cited in

(6)

• scientific article; zbMATH DE number 16576 (Why is no real title available?)
• Ergodicity and parameter estimates for Infinite-dimensional fractional Ornstein-Uhlenbeck process
• Statistical inference for SPDEs: an overview
• Consistent order estimation for linear stochastic feedback control systems (CARMA model)
• Nonparametric calibration for stochastic reaction-diffusion equations based on discrete observations
• Drift parameter estimation for infinite-dimensional fractional Ornstein-Uhlenbeck process

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