Parameter estimation in mixed fractional stochastic heat equation
The paper is devoted to a stochastic heat equation with a mixed fractional Brownian noise. We investigate the covariance structure, stationarity, upper bounds and asymptotic behavior of the solution. Based on its discrete-time observations, we construct a strongly consistent estimator for the Hurst...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2023-01-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://www.vmsta.org/doi/10.15559/23-VMSTA221 |