The heat equation given a time series of initial data subject to error

DOI10.1524/STND.2005.23.4.317MaRDI QIDQ3595148zbMATH OpenOpenAlexFDO

Authors Christian H. Hesse

Publication date 10 August 2007

Published in Statistics & Decisions (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1524/stnd.2005.23.4.317

zbMATH Keywords

asymptoticsnonparametric estimationtime seriesheat equationnoisy dataunknown initial conditions

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Heat equation (35K05)

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• The heat equation with initial data corrupted by measurement error and missing data

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