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zbMath1196.93086MaRDI QIDQ3582844

Shin Ichi Aihara, Arunabha Bagchi

Publication date: 24 August 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

identification estimation stochastic volatility filtering maximum likelihood parabolic type infinite-dimensional factor model

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Initial-boundary value problems for second-order parabolic equations (35K20)

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