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Poisson sampling for spectral estimation in periodically correlated processes

100%

Monsan V.

Applicationes Mathematicae

1993-1995

tom 22

nr 2

227-266

We study estimation problems for periodically correlated, non gaussian processes. We estimate the correlation functions and the spectral densities from continuous-time samples. From a random time sample, we construct three types of estimators for the spectral densities and we prove their consistency.

Minimum distance estimator for a hyperbolic stochastic partial differentialequation

63%

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.

Ograniczanie wyników

2 Applicationes Mathematicae

2 Monsan V.

1 Modeste N'zi

1 2000

1 1994

Wyniki wyszukiwania

Poisson sampling for spectral estimation in periodically correlated processes

Minimum distance estimator for a hyperbolic stochastic partial differentialequation