Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation - Archive ouverte HAL
Journal Articles Japanese Journal of Statistics and Data Science Year : 2023

Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation

Julie Gamain
  • Function : Author
Ciprian Tudor
  • Function : Author
Laboratoire Paul Painlevé - UMR 8524

Domains

Mathematics [math]

Ciprian Tudor  : Connect in order to contact the contributor

https://hal.science/hal-04373427

Submitted on : Friday, January 5, 2024-8:34:47 AM

Last modification on : Thursday, October 17, 2024-8:56:08 AM

No file

Dates and versions

hal-04373427 , version 1 (05-01-2024)

Identifiers

Cite

Julie Gamain, Ciprian Tudor. Exact variation and drift parameter estimation for the nonlinear fractional stochastic heat equation. Japanese Journal of Statistics and Data Science , 2023, 6 (1), pp.381-406. ⟨10.1007/s42081-023-00188-0⟩. ⟨hal-04373427⟩

Export

BibTeX XML-TEI Dublin Core DC Terms EndNote DataCite

Collections

CNRS INSMI UNIV-LILLE ANR LPP-MATH
6 View
0 Download

Altmetric

Share

More