Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise (Q1616328)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise |
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Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise (English)
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1 November 2018
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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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