Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
DOI10.1214/18-EJS1488zbMATH Open1402.60043OpenAlexW2898669589WikidataQ129000853 ScholiaQ129000853MaRDI QIDQ1616328FDOQ1616328
Authors: Marwa Khalil, Ciprian A. Tudor 
Publication date: 1 November 2018
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1540951344
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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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