Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space (Q5000391): Difference between revisions

Latest revision as of 15:35, 30 December 2024

scientific article; zbMATH DE number 7371074

Language	Label	Description	Also known as
English	Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space	scientific article; zbMATH DE number 7371074

Statements

instance of

scholarly article

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title

Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space (English)

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ESAIM: Probability and Statistics

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publication date

13 July 2021

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zbMATH Keywords

Hurst parameter estimation

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wavelets

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fractional Brownian motion

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stochastic wave equation

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Stein-Malliavin calculus

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central limit theorem

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1051/ps/2021009

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cites work

Q4407622

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Q3623876

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Stochastic heat equation with multiplicative fractional-colored noise

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

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Statistical study of the wavelet analysis of fractional Brownian motion

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Q4407623

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A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter

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Statistical inference for SPDEs: an overview

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Hitting times for the stochastic wave equation with fractional colored noise

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

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Wavelet analysis and synthesis of fractional Brownian motion

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

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Statistical analysis of the fractional Ornstein--Uhlenbeck type process

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Statistical inference for ergodic diffusion processes.

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Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion

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Normal Approximations with Malliavin Calculus

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The Malliavin Calculus and Related Topics

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Central limit theorems for sequences of multiple stochastic integrals

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Q4662408

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Q4264747

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Statistical Inference for Fractional Diffusion Processes

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Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus

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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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Statistical aspects of the fractional stochastic calculus

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Identifiers

zbMATH Open document ID

1478.60120

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5000391

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-.1051/ps/2021009
@@ Property / DOI: 10.1051/ps/2021009 / rank @@
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@@ Property / OpenAlex ID: W3157581057 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4407622
@@ Property / cites work: Q4407622 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3623876
@@ Property / cites work: Q3623876 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic heat equation with multiplicative fractional-colored noise
+Normal rank
@@ Property / cites work @@
+The stochastic wave equation with fractional noise: a random field approach
+Normal rank
@@ Property / cites work @@
+Statistical study of the wavelet analysis of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q4407623
@@ Property / cites work: Q4407623 / rank @@
+Normal rank
@@ Property / cites work @@
+A wavelet analysis of the Rosenblatt process: chaos expansion and estimation of the self-similarity parameter
+Normal rank
@@ Property / cites work @@
+Statistical inference for SPDEs: an overview
@@ Property / cites work: Statistical inference for SPDEs: an overview / rank @@
+Normal rank
@@ Property / cites work @@
+Hitting times for the stochastic wave equation with fractional colored noise
+Normal rank
@@ Property / cites work @@
+Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
+Normal rank
@@ Property / cites work @@
+Wavelet analysis and synthesis of fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
+Normal rank
@@ Property / cites work @@
+Statistical analysis of the fractional Ornstein--Uhlenbeck type process
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+Wavelets, generalized white noise and fractional integration: The synthesis of fractional Brownian motion
+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 Malliavin Calculus and Related Topics
@@ Property / cites work: The Malliavin Calculus and Related Topics / rank @@
+Normal rank
@@ Property / cites work @@
+Central limit theorems for sequences of multiple stochastic integrals
+Normal rank
@@ Property / cites work @@
+Q4662408
@@ Property / cites work: Q4662408 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4264747
@@ Property / cites work: Q4264747 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference for Fractional Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
+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 @@
+Statistical aspects of the fractional stochastic calculus
+Normal rank
@@ Property / DOI @@
+.1051/PS/2021009
@@ Property / DOI: 10.1051/PS/2021009 / rank @@
+Normal rank