Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (Q2301111)
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scientific article; zbMATH DE number 7175914
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| English | Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus |
scientific article; zbMATH DE number 7175914 |
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Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (English)
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28 February 2020
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Hurst parameter estimation
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fractional Brownian motion
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stochastic wave equation
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generalized variation
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Stein-Malliavin calculus
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central limit theorem
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0.841557502746582
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0.8378267884254456
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0.8055726885795593
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0.7927835583686829
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