Minimum distance parameter estimation for a stochastic equation with additive fractional Brownian sheet

DOI10.1515/ROSE.2010.012zbMath1416.62551MaRDI QIDQ3103221

Ibrahima Mendy, Armel Fabrice Yodé

Publication date: 26 November 2011

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

zbMATH Keywords

consistencyasymptotic normalityminimum distance estimationfractional Brownian sheet

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Point estimation (62F10)

Cites Work

• Parameter estimation for stochastic equations with additive fractional Brownian sheet
• On some maximal inequalities for fractional Brownian motions
• Hyperbolic Stochastic Partial Differential Equations with Additive Fractional Brownian Sheet
• Asymptotics of minimum distance estimator of the parameter of stochastic process driven by a fractional Brownian motion

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