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

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

6 March 2019

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 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