Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
type: Item
instance of: scholarly article
title: Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise
zbMATH Open document ID: 1402.60043
DOI: 10.1214/18-EJS1488
author: Marwa Khalil
author: Ciprian A. Tudor
published in: Electronic Journal of Statistics
publication date: 2018-11-01T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.ejs/1540951344
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G18
zbMATH DE Number: 6970014
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: stochastic wave equation
zbMATH Keywords: quadratic variation
zbMATH Keywords: Stein-Malliavin calculus
zbMATH Keywords: central limit theorem
zbMATH Keywords: almost sure central limit theorem
zbMATH Keywords: Hurst parameter estimation
MaRDI profile type: Publication
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OpenAlex ID: W2898669589
Wikidata QID: Q129000853
description: scientific article; zbMATH DE number 6970014