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Consistency of least-square estimates of parameters of linear difference equations with autocorrelation noise

โœ Scribed by A. I. Zhdanov; O. A. Katsyuba


Book ID
105056819
Publisher
Springer US
Year
1984
Tongue
English
Weight
530 KB
Volume
19
Category
Article
ISSN
1573-8337

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โœ ShinIchi Aihara ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 341 KB

The extended least-squares parameter estimate for stochastic heat di usion equations is considered. The unknown parameter is a heat di usion coe cient which is a function of a spatial variable. Almost sure convergence for the estimated parameter is proved. A numerical example is demonstrated for sup