Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet
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Publication:3103221
DOI10.1515/ROSE.2010.012zbMATH Open1416.62551MaRDI QIDQ3103221FDOQ3103221
Authors: Ibrahima Mendy, Armel Fabrice Yodé 
Publication date: 26 November 2011
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
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Point estimation (62F10) Random fields; image analysis (62M40) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22)
Cites Work
- Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
- Parameter estimation for stochastic equations with additive fractional Brownian sheet
- On some maximal inequalities for fractional Brownian motions
- Asymptotics of minimum distance estimator of the parameter of stochastic process driven by a fractional Brownian motion
Cited In (3)
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