Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (Q2301111)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus |
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Generalized \(k\)-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus (English)
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28 February 2020
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Hurst parameter estimation
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fractional Brownian motion
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stochastic wave equation
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generalized variation
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Stein-Malliavin calculus
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central limit theorem
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