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Parameter estimation for generalized mixed fractional stochastic heat equation
Published: March 17, 2025 |
arXiv ID: 2503.12863v1
By: B. L. S. Prakasa Rao
Potential Business Impact:
Predicts how heat spreads with random wiggles.
Business Areas:
A/B Testing
Data and Analytics
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.
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