Journal Articles Electronic Journal of Statistics Year : 2018

Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise

Marwa Khalil
  • Function : Author
Ciprian Tudor
  • Function : Author
Laboratoire Paul Painlevé - UMR 8524

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Mathematics [math]

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https://hal.science/hal-04365450

Submitted on : Thursday, December 28, 2023-9:37:49 AM

Last modification on : Friday, May 3, 2024-2:40:05 PM

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hal-04365450 , version 1 (28-12-2023)

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Marwa Khalil, Ciprian Tudor. Correlation structure, quadratic variations and parameter estimation for the solution to the wave equation with fractional noise. Electronic Journal of Statistics , 2018, 12 (2), ⟨10.1214/18-EJS1488⟩. ⟨hal-04365450⟩

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