Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F19%3A10402866" target="_blank" >RIV/00216208:11320/19:10402866 - isvavai.cz</a>

Alternative codes found

RIV/60461373:22340/19:43918579

Result on the web

<a href="https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=AONdag6_Pq" target="_blank" >https://verso.is.cuni.cz/pub/verso.fpl?fname=obd_publikace_handle&handle=AONdag6_Pq</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1080/17442508.2019.1576688" target="_blank" >10.1080/17442508.2019.1576688</a>

Result language

angličtina

Original language name

Central limit theorems and minimum-contrast estimators for linear stochastic evolution equations

Original language description

Central limit theorems and asymptotic properties of the minimum-contrast estimators of the drift parameter in linear stochastic evolution equations driven by fractional Brownian motion are studied. Both singular ( and regular ( types of fractional Brownian motion are considered. Strong consistency is achieved by ergodicity of the stationary solution. The fundamental tool for the limit theorems and asymptotic normality (shown for Hurst parameter ) is the so-called 4th moment theorem considered on the second Wiener chaos. This technique provides also the Berry-Esseen-type bounds for the speed of the convergence. The general results are illustrated for parabolic equations with distributed and pointwise fractional noises.

Czech name

—

Czech description

—

Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

—

OECD FORD branch

10103 - Statistics and probability

Project

<a href="/en/project/GA15-08819S" target="_blank" >GA15-08819S: Stochastic Processes in Infinite Dimensional Spaces</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2019

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Stochastics-An International Journal of Probability and Stochastic Processes

ISSN

1744-2508

e-ISSN

—

Volume of the periodical

91

Issue of the periodical within the volume

8

Country of publishing house

GB - UNITED KINGDOM

Number of pages

32

Pages from-to

1109-1140

UT code for WoS article

000492485600003

EID of the result in the Scopus database

2-s2.0-85061445584