Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise (Q1616328)
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scientific article; zbMATH DE number 6970014
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| English | Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise |
scientific article; zbMATH DE number 6970014 |
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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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0.8561037182807922
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0.854000449180603
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0.8530350923538208
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0.841557502746582
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0.808001697063446
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