Abstract
Statistical inference for a linear stochastic hyperbolic equation with two unknown parameters is studied. Based on observation of coordinates of the solution or their linear combinations (i.e., on the observation window in the space domain), minimum contrast estimators are introduced. Strong consistency and asymptotic normality are proved. The results are applied to stochastic wave equation perturbed by Brownian noise and they are illustrated by a numerical simulation.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
