Parameter estimation in mixed fractional stochastic heat equation
DOI10.15559/23-vmsta221zbMath1521.60021OpenAlexW4317881225MaRDI QIDQ6157633
Kostiantyn Ralchenko, Diana Avetisian
Publication date: 22 June 2023
Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15559/23-vmsta221
asymptotic normalitystochastic partial differential equationstrong consistencymixed fractional Brownian motionHurst index estimation
Asymptotic properties of parametric estimators (62F12) Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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