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Generalized $k$-variations and Hurst parameter estimation for the
  fractional wave equation via Malliavin calculus

Generalized kkk-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus

6 March 2019
Radomyra Shevchenko
Meryem Slaoui
C. Tudor
ArXiv (abs)PDFHTML

Papers citing "Generalized $k$-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus"

2 / 2 papers shown
Title
Statistical analysis of discretely sampled semilinear SPDEs: a power
  variation approach
Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach
Igor Cialenco
Hyun-Jung Kim
Gregor Pasemann
89
9
0
06 Mar 2021
Parameter estimation for SPDEs based on discrete observations in time
  and space
Parameter estimation for SPDEs based on discrete observations in time and space
F. Hildebrandt
Mathias Trabs
56
40
0
02 Oct 2019
1