The Inverse Problem: Maximum Likelihood Method

  • Leonid I. Piterbarg
  • Alexander G. Ostrovskii


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).


Maximum Likelihood Estimator Fisher Information Asymptotic Normality Stochastic Equation Single Observation 
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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

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