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11/26/2021
On quadratic variations of the fractional-white wave equation
This paper studies the behaviour of quadratic variations of a stochastic...
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03/19/2019
Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case
In the paper we consider the problem of estimating parameters entering t...
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03/06/2019
Parameter estimation for the Rosenblatt Ornstein-Uhlenbeck process with periodic mean
We study the least squares estimator for the drift parameter of the Lang...
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03/06/2019
Generalized k-variations and Hurst parameter estimation for the fractional wave equation via Malliavin calculus
We analyze the generalized k-variations for the solution to the wave equ...
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03/06/2019