Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2602.04708 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866918322951421952 |
|---|---|
| author | Tiepner, Anton Trabs, Mathias Ziebell, Eric |
| author_facet | Tiepner, Anton Trabs, Mathias Ziebell, Eric |
| contents | The wave speed of a stochastic wave equation driven by Riesz noise on the unbounded multidimensional spatial domain is estimated based on discrete measurements. Central limit theorems for second-order variations of the observations in space, time, and space-time are established. Under general assumptions on the spatial and temporal sampling frequencies, the resulting method-of-moments estimators are asymptotically normally distributed. The covariance structure of the discrete increments admits a closed-form representation involving two different Fejér-type kernels, enabling a precise analysis of the interplay between spatial and temporal contributions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_04708 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Statistical inference for the stochastic wave equation based on discrete observations Tiepner, Anton Trabs, Mathias Ziebell, Eric Statistics Theory 60H15, 62F12 The wave speed of a stochastic wave equation driven by Riesz noise on the unbounded multidimensional spatial domain is estimated based on discrete measurements. Central limit theorems for second-order variations of the observations in space, time, and space-time are established. Under general assumptions on the spatial and temporal sampling frequencies, the resulting method-of-moments estimators are asymptotically normally distributed. The covariance structure of the discrete increments admits a closed-form representation involving two different Fejér-type kernels, enabling a precise analysis of the interplay between spatial and temporal contributions. |
| title | Statistical inference for the stochastic wave equation based on discrete observations |
| topic | Statistics Theory 60H15, 62F12 |
| url | https://arxiv.org/abs/2602.04708 |