Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
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Cites work
- scientific article; zbMATH DE number 3477653 (Why is no real title available?)
- scientific article; zbMATH DE number 3509004 (Why is no real title available?)
- scientific article; zbMATH DE number 3518027 (Why is no real title available?)
- A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences
- Almost sure central limit theorems on the Wiener space
- Analysis of variations for self-similar processes. A stochastic calculus approach
- Central limit theorems for non-linear functionals of Gaussian fields
- Estimating the parameters of a fractional Brownian motion by discrete variations of its sample paths
- Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E's
- Hitting times for the stochastic wave equation with fractional colored noise
- Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
- Integration questions related to fractional Brownian motion
- Normal approximations with Malliavin calculus. From Stein's method to universality
- On almost sure limit theorems
- Optimal Berry-Esseen rates on the Wiener space: the barrier of third and fourth cumulants
- Quadratic variations for the fractional-colored stochastic heat equation
- Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation
- Skorohod integration and stochastic calculus beyond the fractional Brownian scale
- Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise
- Supremum concentration inequality and modulus of continuity for sub-\(n\)th chaos processes
- The 1-d stochastic wave equation driven by a fractional Brownian sheet
- The Malliavin Calculus and Related Topics
- The optimal fourth moment theorem
- The sizes of compact subsets of Hilbert space and continuity of Gaussian processes
- The stochastic wave equation with fractional noise: a random field approach
- The vibrating string forced by white noise
- Variations and estimators for self-similarity parameters via Malliavin calculus
Cited in
(6)- On quadratic variations for the fractional-white wave equation
- Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise
- Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space
- Parameter estimation for stochastic wave equation based on observation window
- Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
- Energy estimate for the wave equation driven by a fractional Gaussian noise
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