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Jaya P. N. Bishwal, Mixingale estimation function for mixed fractional SPDEs with random effect and random sampling, Eur. J. Math. Appl. 2 (2022), Article ID 12.

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Volume 2 (2022), Article ID 12

https://doi.org/10.28919/ejma.2022.2.12

Published: 15/07/2022

Abstract:

We study the mixingale estimation function estimator of the parameters in the fractional stochastic partial differential equation when the process is observed at the arrival times of a Poisson process with the presence of random effect. We use a two stage estimation procedure. We first estimate the intensity of the Poisson process. Then we plug-in this estimate in the estimation function to estimate the drift parameter. We obtain the consistency and the asymptotic normality of the mixingale estimation function estimator.

How to Cite:

Jaya P. N. Bishwal, Mixingale estimation function for mixed fractional SPDEs with random effect and random sampling, Eur. J. Math. Appl. 2 (2022), Article ID 12. https://doi.org/10.28919/ejma.2022.2.12