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- W2952172322 abstract "A parameter estimation problem is considered for a stochastic parabolic equation with multiplicative noise under the assumption that the equation can be reduced to an infinite system of uncoupled diffusion processes. From the point of view of classical statistics, this problem turns out to be singular not only for the original infinite-dimensional system but also for most finite-dimensional projections. This singularity can be exploited to improve the rate of convergence of traditional estimators as well as to construct completely new closed-form exact estimator." @default.
- W2952172322 created "2019-06-27" @default.
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- W2952172322 date "2007-09-07" @default.
- W2952172322 modified "2023-09-23" @default.
- W2952172322 title "Parameter estimation in diagonalizable bilinear stochastic parabolic equations" @default.
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