A parameter estimation problem is considered for a linear stochastic hyperbolic equation driven by additive space-time Gaussian white noise. The damping/amplification operator is allowed to be unbounded. The estimator is of spectral type and utilizes a finite number of the spatial Fourier coefficients of the solution. The asymptotic properties of the estimator are studied as the number of the Fourier coefficients increases, while the observation time and the noise intensity are fixed.
Estimating Speed and Damping in the Stochastic Wave Equation
Parameter estimations for SPDEs with multiplicative fractional noise
Asymptotic Properties of the Maximum Likelihood Estimator for Stochastic Parabolic Equations with Additive Fractional Brownian Motion
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