This seminar will be presented in hybrid mode. The speaker will deliver her talk in person.
Title: Parameter estimation for the fractional-white wave equation via power variations
Abstract: The power variations technique combined with the Malliavin-Stein machinery has been widely used over the recent years to define and study parameter estimators for stochastic processes. In this talk, we apply this technique to the solution of the stochastic wave equation with additive noise that is white in time and fractional in space with Hurst parameter H greater or equal 1/2. We derive several (non-)central limit theorems in both the time and space component as well as some results for quadratic variations on space-time-rectangles. Finally, we demonstrate how these results can be used for constructing parameter estimators. Parts of this talk are based on joint work with M. Slaoui and C.A. Tudor.
The talk will be followed by refreshments in the Huxley Common Room at 4pm.