Parameter estimation for stochastic wave equation based on observation window

DOI10.1007/s10440-021-00395-5zbMath1467.62136arXiv1806.07743OpenAlexW3130532063MaRDI QIDQ2036011

Josef Janák

Publication date: 28 June 2021

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.07743

zbMATH Keywords

parameter estimationasymptotic normalitystrong consistencystochastic wave equation

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Statistical inference for a stochastic wave equation with Malliavin–Stein method ⋮ Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise

Cites Work

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• Statistical aspects of the fractional stochastic calculus
• Stochastic Equations in Infinite Dimensions
• Estimating Speed and Damping in the Stochastic Wave Equation

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