Parameter estimation and inference in dynamic systems described by linear partial differential equations

DOI10.1007/s10182-015-0257-5zbMath1443.62075OpenAlexW2120532021MaRDI QIDQ1622073

Gianluca Frasso, Jonathan Jaeger, Philippe Lambert

Publication date: 12 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-015-0257-5

zbMATH Keywords

parameter estimationlinear partial differential equationsstate conditionspenalized tensor B-spline smoothing

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)

Related Items (1)

Estimating Varying Coefficients for Partial Differential Equation Models

Uses Software

• S-PLUS
• SemiPar
• FITPACK

Cites Work

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