Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise (Q1616328): Difference between revisions

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English	Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise	scientific article

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scholarly article

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title

Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise (English)

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Electronic Journal of Statistics

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publication date

1 November 2018

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full work available at URL

https://projecteuclid.org/euclid.ejs/1540951344

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zbMATH Keywords

fractional Brownian motion

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stochastic wave equation

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quadratic variation

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Stein-Malliavin calculus

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central limit theorem

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almost sure central limit theorem

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Hurst parameter estimation

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MaRDI profile type

MaRDI publication profile

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cites work

The stochastic wave equation with fractional noise: a random field approach

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Almost sure central limit theorems on the Wiener space

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Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants

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Central limit theorems for non-linear functionals of Gaussian fields

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The vibrating string forced by white noise

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Hitting times for the stochastic wave equation with fractional colored noise

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Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths

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Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's

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Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three

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The sizes of compact subsets of Hilbert space and continuity of Gaussian processes

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Q4096185

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Q4089199

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On Almost Sure Limit Theorems

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Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise

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Skorohod integration and stochastic calculus beyond the fractional Brownian scale

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A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences

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Normal Approximations with Malliavin Calculus

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The optimal fourth moment theorem

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The Malliavin Calculus and Related Topics

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Integration questions related to fractional Brownian motion

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The 1-d stochastic wave equation driven by a fractional Brownian sheet

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Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation

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Q4061328

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Quadratic variations for the fractional-colored stochastic heat equation

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Analysis of Variations for Self-similar Processes

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Variations and estimators for self-similarity parameters via Malliavin calculus

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Supremum concentration inequality and modulus of continuity for sub-\(n\)th chaos processes

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Identifiers

zbMATH Open document ID

1402.60043

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DOI

10.1214/18-EJS1488

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1616328

@@ Property / cites work @@
+The stochastic wave equation with fractional noise: a random field approach
+Normal rank
@@ Property / cites work @@
+Almost sure central limit theorems on the Wiener space
+Normal rank
@@ Property / cites work @@
+Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
+Normal rank
@@ Property / cites work @@
+Central limit theorems for non-linear functionals of Gaussian fields
+Normal rank
@@ Property / cites work @@
+The vibrating string forced by white noise
@@ Property / cites work: The vibrating string forced by white noise / rank @@
+Normal rank
@@ Property / cites work @@
+Hitting times for the stochastic wave equation with fractional colored noise
+Normal rank
@@ Property / cites work @@
+Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
+Normal rank
@@ Property / cites work @@
+Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
+Normal rank
@@ Property / cites work @@
+Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
+Normal rank
@@ Property / cites work @@
+The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
+Normal rank
@@ Property / cites work @@
+Q4096185
@@ Property / cites work: Q4096185 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4089199
@@ Property / cites work: Q4089199 / rank @@
+Normal rank
@@ Property / cites work @@
+On Almost Sure Limit Theorems
@@ Property / cites work: On Almost Sure Limit Theorems / rank @@
+Normal rank
@@ Property / cites work @@
+Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise
+Normal rank
@@ Property / cites work @@
+Skorohod integration and stochastic calculus beyond the fractional Brownian scale
+Normal rank
@@ Property / cites work @@
+A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences
+Normal rank
@@ Property / cites work @@
+Normal Approximations with Malliavin Calculus
@@ Property / cites work: Normal Approximations with Malliavin Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+The optimal fourth moment theorem
@@ Property / cites work: The optimal fourth moment theorem / rank @@
+Normal rank
@@ Property / cites work @@
+The Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Integration questions related to fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+The 1-d stochastic wave equation driven by a fractional Brownian sheet
+Normal rank
@@ Property / cites work @@
+Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation
+Normal rank
@@ Property / cites work @@
+Q4061328
@@ Property / cites work: Q4061328 / rank @@
+Normal rank
@@ Property / cites work @@
+Quadratic variations for the fractional-colored stochastic heat equation
+Normal rank
@@ Property / cites work @@
+Analysis of Variations for Self-similar Processes
@@ Property / cites work: Analysis of Variations for Self-similar Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Variations and estimators for self-similarity parameters via Malliavin calculus
+Normal rank
@@ Property / cites work @@
+Supremum concentration inequality and modulus of continuity for sub-\(n\)th chaos processes
+Normal rank
@@ Property / OpenAlex ID @@
+W2898669589
@@ Property / OpenAlex ID: W2898669589 / rank @@
+Normal rank
@@ Property / Wikidata QID @@
+Q129000853
@@ Property / Wikidata QID: Q129000853 / rank @@
+Normal rank