Parameter estimation for generalized mixed fractional stochastic heat equation
Probability
2025-03-18 v1 Statistics Theory
Statistics Theory
Abstract
We study the properties of a stochastic heat equation with a generalized mixed fractional Brownian noise. We obtain the covariance structure, stationarity and obtain bounds for the asymptotic behaviour of the solution. We suggest estimators for the unknown parameters based on discrete time observations and study their asymptotic properties.
Cite
@article{arxiv.2503.12863,
title = {Parameter estimation for generalized mixed fractional stochastic heat equation},
author = {B. L. S. Prakasa Rao},
journal= {arXiv preprint arXiv:2503.12863},
year = {2025}
}