Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise
From MaRDI portal
Publication:5876561
Recommendations
- Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise
- Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
- Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise
- Estimation of quadratic variation for two-parameter diffusions
- scientific article; zbMATH DE number 5012791
- A quasilinear stochastic partial differential equation driven by fractional white noise
- Approximate dynamics of a class of stochastic wave equations with white noise
- On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations
Cites work
- A note on parameter estimation for discretely sampled SPDEs
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
- Estimating Speed and Damping in the Stochastic Wave Equation
- Estimation of the drift parameter for the fractional stochastic heat equation via power variation
- Exact variations for stochastic heat equations with piecewise constant coefficients and application to parameter estimation
- Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
- Likelihood inference for a discretely observed stochastic partial differential equation
- Normal approximations with Malliavin calculus. From Stein's method to universality
- On central limit theorems for power variations of the solution to the stochastic heat equation
- Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by Space-Time White Noise
- Parameter estimation for stochastic wave equation based on observation window
- Quadratic variations for the fractional-colored stochastic heat equation
- Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise
- Statistical inference for SPDEs: an overview
- Statistical inference for stochastic parabolic equations: a spectral approach
- Stein's method on Wiener chaos
- The Malliavin Calculus and Related Topics
- The optimal fourth moment theorem
- Variations of the solution to a stochastic heat equation
- Volatility estimation for stochastic PDEs using high-frequency observations
- Wavelet analysis for the solution to the wave equation with fractional noise in time and white noise in space
Cited in
(9)- Estimation of quadratic variation for two-parameter diffusions
- AR(1) processes driven by second-chaos white noise: Berry-Esséen bounds for quadratic variation and parameter estimation
- On quadratic variations for the fractional-white wave equation
- Parameter Estimates and Exact Variations for Stochastic Heat Equations Driven by 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
- Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
- Spatial variation for the solution to the stochastic linear wave equation driven by additive space-time white noise
This page was built for publication: Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5876561)
