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Minimum distance estimator for a hyperbolic stochastic partial differentialequation

100%

Monsan V., Modeste N'zi

Applicationes Mathematicae

2000

tom 27

nr 2

225-238

We study a minimum distance estimator in $L_2$-norm for a class ofnonlinear hyperbolic stochastic partial differential equations, driven by atwo-parameter white noise. The consistency and asymptotic normality of thisestimator are established under some regularity conditions on thecoefficients. Our results are applied to the two-parameterOrnstein-Uhlenbeck process.

A note on the functional law of the iterated logarithm for Lévy's area process

100%

Modeste N’zi, M’hamed Eddahbi

Applicationes Mathematicae

1996-1997

tom 24

nr 2

223-229

By using large deviation techniques, we prove a Strassen type law of the iterated logarithm, in Hölder norm, for Lévy's area process.

Ograniczanie wyników

2 Applicationes Mathematicae

1 Modeste N'zi

1 Modeste N’zi

1 Monsan V.

1 M’hamed Eddahbi

1 2000

1 1997

Wyniki wyszukiwania

Minimum distance estimator for a hyperbolic stochastic partial differentialequation

A note on the functional law of the iterated logarithm for Lévy's area process