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Estimation of the drift parameter for the fractional stochastic heat equation via power variation.
- Source :
- Modern Stochastics: Theory & Applications; 2019, Vol. 6 Issue 4, p397-417, 21p
- Publication Year :
- 2019
-
Abstract
- 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 consistent and asymptotically normal and we derive their rate of convergence under the Wasserstein metric. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 23516046
- Volume :
- 6
- Issue :
- 4
- Database :
- Complementary Index
- Journal :
- Modern Stochastics: Theory & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 140404063
- Full Text :
- https://doi.org/10.15559/19-VMSTA141