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Volumn 91, Issue 2, 2000, Pages 511-524

Bayes estimation for some stochastic partial differential equations

Author keywords

Bayes estimation; Bernstein von Mises theorem; Maximum likelihood estimation; Parabolic stochastic partial differential equations; Primary 62M40; Secondary 60H15

Indexed keywords


EID: 0041413069     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0378-3758(00)00196-8     Document Type: Article
Times cited : (11)

References (11)
  • 4
    • 0002249392 scopus 로고
    • Two examples of parameter estimation for stochastic partial differential equations
    • In: Cambanis, S., Ghosh, J.K., Karandikar, R.L., Sen, P.K. (Eds.), Springer, New York
    • Huebner, M., Khasminski, R., Rozovskii, B.L., 1993. Two examples of parameter estimation for stochastic partial differential equations. In: Cambanis, S., Ghosh, J.K., Karandikar, R.L., Sen, P.K. (Eds.), Stochastic Processes: A Festschrift in Honour of Gopinath Kallianpur. Springer, New York, pp. 149-160.
    • (1993) Stochastic Processes: A Festschrift in Honour of Gopinath Kallianpur , pp. 149-160
    • Huebner, M.1    Khasminski, R.2    Rozovskii, B.L.3
  • 5
    • 51249164859 scopus 로고
    • On asymptotic properties of maximum likelihood estimators for parabolic stochastic SPDE's
    • Huebner M., Rozovskii B.L. On asymptotic properties of maximum likelihood estimators for parabolic stochastic SPDE's. Probab. Theory Related Fields. 103:1995;143-163.
    • (1995) Probab. Theory Related Fields , vol.103 , pp. 143-163
    • Huebner, M.1    Rozovskii, B.L.2
  • 6
    • 0004060693 scopus 로고
    • Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces.
    • Baton Rouge: SIAM
    • Ito K. Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces. CBMS Notes. Vol. 47. 1984;SIAM, Baton Rouge.
    • (1984) CBMS Notes , vol.47
    • Ito, K.1
  • 7
    • 0007247787 scopus 로고
    • Stochastic Differential Equations in Infinite Dimensions
    • Hayward, California
    • Kallianpur, G., Xiong, J., 1995. Stochastic Differential Equations in Infinite Dimensions. IMS Lecture Notes, Vol. 26. Hayward, California.
    • (1995) IMS Lecture Notes , vol.26
    • Kallianpur, G.1    Xiong, J.2
  • 8
    • 0041334488 scopus 로고
    • The Bernstein-von Mises theorem for a class of diffusion processes
    • (in Russian)
    • Prakasa Rao, B.L.S., 1981. The Bernstein-von Mises theorem for a class of diffusion processes. Tear. Sluch. Proc. 9, 95-101 (in Russian).
    • (1981) Tear. Sluch. Proc. , vol.9 , pp. 95-101
    • Prakasa Rao, B.L.S.1
  • 9
    • 0042336287 scopus 로고
    • On Bayes estimation for diffusion fields.
    • J.K. Ghosh, & J. Roy. Calcutta: Statistical Publishing Society
    • Prakasa Rao B.L.S. On Bayes estimation for diffusion fields. Ghosh J.K., Roy J. Statistics: Applications and New Directions. 1984;504-511 Statistical Publishing Society, Calcutta.
    • (1984) Statistics: Applications and New Directions. , pp. 504-511
    • Prakasa Rao, B.L.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.