Pages that link to "Item:Q5928949"

The following pages link to Bayes estimation for some stochastic partial differential equations (Q5928949):

Displaying 9 items.

• A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs (Q729029) (← links)
• Asymptotic Bayesian estimation of a first order equation with small diffusion (Q796167) (← links)
• On Bayesian asymptotics in stochastic differential equations with random effects (Q893977) (← links)
• Parameter estimation for controlled semilinear stochastic systems: Identifiability and consistency (Q1599243) (← links)
• Statistical inference for SPDEs: an overview (Q1656846) (← links)
• Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion (Q2110194) (← links)
• Bayesian estimations for diagonalizable bilinear SPDEs (Q2289814) (← links)
• A Bayesian estimation approach for the mortality in a stage-structured demographic model (Q2402998) (← links)
• (Q3028308) (← links)