Estimation of an Unknown Parameter in the Cauchy Problem for a First-Order Partial Differential Equation under Small Gaussian Perturbations
On the basis of observation of a realization of a solution of the Cauchy problem, we establish a maximum-likelihood estimate for an unknown parameter. We construct an exponential inequality for the probabilities of large deviations of the estimate from the real value of the parameter.
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| Date: | 2000 |
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| Main Authors: | , , , , , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2000
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4502 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |