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pro vyhledávání: '"Zeina Mahdi Khalil"'
Autor:
Zeina Mahdi Khalil, Ciprian Tudor
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 6, Iss 4, Pp 397-417 (2019)
We define power variation estimators for the drift parameter of the stochastic heat equation with the fractional Laplacian and an additive Gaussian noise which is white in time and white or correlated in space. We prove that these estimators are cons
Externí odkaz:
https://doaj.org/article/bdb1c4fe888a4f9ea150836fe5981e90
Autor:
Ciprian A. Tudor, Zeina Mahdi Khalil
Publikováno v:
Modern Stochastics: Theory and Applications, Vol 6, Iss 4, Pp 397-417 (2019)
We define power variation estimators for the drift parameter of the stochastic heat equation with the fractional Laplacian and an additive Gaussian noise which is white in time and white or correlated in space. We prove that these estimators are cons
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c5b79f89ff5f7a22e3ab948730363141
https://doi.org/10.15559/19-vmsta141
https://doi.org/10.15559/19-vmsta141