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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.

Keywords

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

R2 v1 2026-07-01T09:36:11.253Z