On stochastic parameter estimation using data assimilation

DOI10.1016/j.physd.2006.11.006zbMath1113.62141MaRDI QIDQ2371199

Cécile Penland, James A. Hansen

Publication date: 29 June 2007

Published in: Physica D (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physd.2006.11.006

zbMATH Keywords

parameter estimation; stochastic differential equations; central limit theorem; data assimilation

Mathematics Subject Classification ID

62P12: Applications of statistics to environmental and related topics

60F05: Central limit and other weak theorems

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)

86A32: Geostatistics

Related Items

A hybrid data assimilation scheme for model parameter estimation: application to morphodynamic modelling, Estimating parameters in stochastic systems: A variational Bayesian approach, State and parameter estimation in stochastic dynamical models

Cites Work

• Noise-induced transitions. Theory and applications in physics, chemistry, and biology
• Higher-order implicit strong numerical schemes for stochastic differential equations
• Numerical Treatment of Stochastic Differential Equations
• Asymptotic theory of mixing stochastic ordinary differential equations
• Handbook of stochastic methods for physics, chemistry and natural sciences.
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