The Inverse Problem: Maximum Likelihood Method

  • Leonid I. Piterbarg
  • Alexander G. Ostrovskii
Chapter

Abstract

This and the next two chapters address the problem of estimating the deterministic parameters u = (u 1,..., u d ), D = (D ij ), i, j = 1,..., d, and λ in the following stochastic equation describing transport and dissipation of a passive scalar (tracer).

Keywords

Maximum Likelihood Estimator Fisher Information Asymptotic Normality Stochastic Equation Single Observation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media Dordrecht 1997

Authors and Affiliations

  • Leonid I. Piterbarg
    • 1
  • Alexander G. Ostrovskii
    • 2
  1. 1.Center for Applied Mathematical SciencesUniversity of Southern CaliforniaLos AngelesUSA
  2. 2.Research Institute for Applied MechanicsKyushu UniversityKasugaJapan

Personalised recommendations