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pro vyhledávání: '"Ziebell, Eric"'
Autor:
Tiepner, Anton, Ziebell, Eric
The coefficients of elastic and dissipative operators in a linear hyperbolic SPDE are jointly estimated using multiple spatially localised measurements. As the resolution level of the observations tends to zero, we establish the asymptotic normality
Externí odkaz:
http://arxiv.org/abs/2407.13461
Autor:
Ziebell, Eric
The spatially dependent wave speed of a stochastic wave equation driven by space-time white noise is estimated using the local observation scheme. Given a fixed time horizon, we prove asymptotic normality for an augmented maximum likelihood estimator
Externí odkaz:
http://arxiv.org/abs/2404.18823