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1903.02369
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Generalized
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-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
6 March 2019
Radomyra Shevchenko
Meryem Slaoui
C. Tudor
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Papers citing
"Generalized $k$-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus"
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Title
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
F. Hildebrandt
Mathias Trabs
56
40
0
02 Oct 2019
1