Parameter estimation for stochastic wave equation based on observation window

DOI10.1007/s10440-021-00395-5zbMath1467.62136arXiv1806.07743OpenAlexW3130532063MaRDI QIDQ2036011

Josef Janák

Publication date: 28 June 2021

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.07743

zbMATH Keywords

parameter estimationasymptotic normalitystrong consistencystochastic wave equation

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Statistical inference for a stochastic wave equation with Malliavin–Stein method ⋮ Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise

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