Statistical inference for a stochastic wave equation with Malliavin–Stein method

DOI10.1080/07362994.2022.2029712arXiv2104.04176OpenAlexW4210335956MaRDI QIDQ6046007

Unnamed Author, Francisco J. Delgado-Vences

Publication date: 15 May 2023

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2104.04176

zbMATH Keywords

Malliavin calculusStein's methodmaximum likelihoodstochastic wave equationdiscrete samplingstatistical inference for SPDEs

Mathematics Subject Classification ID

Statistics (62-XX) Probability theory and stochastic processes (60-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Parameter estimation for stochastic partial differential equations of second order
• Statistical inference for SPDEs: an overview
• Parameter estimation for stochastic wave equation based on observation window
• Drift estimation for discretely sampled SPDEs
• Stochastic partial differential equations
• Normal Approximations with Malliavin Calculus
• Parameter estimation in hyperbolic multichannel models
• The Malliavin Calculus and Related Topics
• Estimating Speed and Damping in the Stochastic Wave Equation
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Statistical inference for a stochastic wave equation with Malliavin–Stein method