Parameter estimation in infinite-dimensional stochastic differential equations

✍ Scribed by Yoon Tae Kim

• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 113 KB
• Volume: 45
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(99)00059-0

✦ Synopsis

When the observation process can be written as a Banach space-valued semimartingale form, we consider the statistical estimation of parameters occurring in it.