Pathwise least-squares estimator for linear SPDEs with additive fractional noise

DOI10.1214/22-EJS1990zbMath1493.62508arXiv2203.05234OpenAlexW4221084953MaRDI QIDQ2136653

Pavel Kříž, Jana Šnupárková

Publication date: 11 May 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.05234

zbMATH Keywords

fractional Brownian motionleast squaresdrift estimationpathwise stochastic integrationlinear SPDEs

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Non-Markovian processes: estimation (62M09) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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