| Title:
|
On estimation in random fields generated by linear stochastic partial differential equations (English) |
| Author:
|
Mohapl, Jaroslav |
| Language:
|
English |
| Journal:
|
Mathematica Slovaca |
| ISSN:
|
0139-9918 |
| Volume:
|
49 |
| Issue:
|
1 |
| Year:
|
1999 |
| Pages:
|
95-115 |
| . |
| Category:
|
math |
| . |
| MSC:
|
60G60 |
| MSC:
|
62M30 |
| MSC:
|
62M40 |
| idZBL:
|
Zbl 0940.62089 |
| idMR:
|
MR1804478 |
| . |
| Date available:
|
2009-09-25T11:35:18Z |
| Last updated:
|
2012-08-01 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/131241 |
| . |
| Reference:
|
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| Reference:
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| Reference:
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| Reference:
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| Reference:
|
[5] ITO K.: Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces.SIAM, Philadelphia, Pennsylvania, 1984. Zbl 0547.60064, MR 0771478 |
| Reference:
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| Reference:
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| Reference:
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| Reference:
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[9] MOHAPL J.: A stochastic advection-diffusion model for the rocky flats soil plutonium data.Ann. Inst. Statist. Math. (1999) (To appear). MR 1771482 |
| Reference:
|
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| Reference:
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[11] MOHAPL J.: On estimation in the planar Ornstein-Uhlenbeck process.Comm. Statist. Stochastic Models 13 (1997), 435-455. Zbl 0891.62059, MR 1457656 |
| Reference:
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[12] MOHAPL J.: Maximum likelihood estimation in linear infinite dimensional models.Comm. Statist. Stochastic Models 10 (1994), 781-794. Zbl 0815.62057, MR 1298505 |
| Reference:
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[13] NAMACHCHIVAYA N. S.: Stochastic Structural Dynamics. Proceedings of the Symposium held at the University of Illinois at Urbana Champaign October 30. -November 1, 1988.(N. S. Namachchivaya, H. H. Hilton, Y. K. Wen, eds.), University of Illinois at Urbana Champaign, Urbana, Illinois, 1989. |
| Reference:
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[14] PARTHASARATHY K. R.: Introduction to Probability and Measure.MacMillan Co., India, 1977. Zbl 0395.28001, MR 0651012 |
| Reference:
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[15] PIETERBARG L.-ROZOVSKII B.: Estimating unknown parameters in SPDE's under discrete observations in time.Preprint, 1996. |
| Reference:
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[16] WALSH J. B.: An introduction to differential equations.In: Lecture Notes in Math. 1180, Springer Verlag, Berlin-New York-Heidelberg, 1986, pp. 266-437. MR 0876085 |
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[17] WHITTLE P.: Topographic correlation, power law covariance functions and diffusion.Biometrika49 (1962), 305-314. Zbl 0114.08003, MR 0181076 |
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[18] YAGLOM A. M.: Some classes of random fields in n-dimensional space related to stationary random processes.Theory Probab. Appl. 3 (1957), 273-320. |
| Reference:
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[19] YOSIDA K.: Functional Analysis.(4th ed.), Springer-Verlag, New York-Berlin-Heidelberg, 1974. Zbl 0286.46002, MR 0350358 |
| . |
