Statistical inference for the stochastic wave equation based on discrete observations
Statistics Theory
2026-02-05 v1 Statistics Theory
Abstract
The wave speed of a stochastic wave equation driven by Riesz noise on the unbounded multidimensional spatial domain is estimated based on discrete measurements. Central limit theorems for second-order variations of the observations in space, time, and space-time are established. Under general assumptions on the spatial and temporal sampling frequencies, the resulting method-of-moments estimators are asymptotically normally distributed. The covariance structure of the discrete increments admits a closed-form representation involving two different Fej\'er-type kernels, enabling a precise analysis of the interplay between spatial and temporal contributions.
Cite
@article{arxiv.2602.04708,
title = {Statistical inference for the stochastic wave equation based on discrete observations},
author = {Anton Tiepner and Mathias Trabs and Eric Ziebell},
journal= {arXiv preprint arXiv:2602.04708},
year = {2026}
}
Comments
44 pages, 6 figures