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Time integrated least squares estimators of regression parameters of independent stochastic processes

✍ Scribed by Tiee-Jian Wu; M.T. Wasan


Book ID
118406952
Publisher
Elsevier Science
Year
1990
Tongue
English
Weight
363 KB
Volume
35
Category
Article
ISSN
0304-4149

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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