Speaker: Associate Professor Kostiantyn Ralchenko 
Affiliation: Taras Shevchenko National University of Kyiv, Ukraine


We study a one-dimensional stochastic heat equation driven by a space-only fractional Brownian noise. We construct strongly consistent estimators of two unknown parameters, namely, the diffusion parameter and the Hurst parameter, based on the discrete-time observations of a solution. We also prove joint asymptotic normality of the estimators. Similar results are obtained for a more general model driven by a mixed fractional noise.

About Statistics, modelling and operations research seminars

Students, staff and visitors to UQ are welcome to attend our regular seminars.

The events are jointly run by our Operations research and Statistics and probability research groups.

The Statistics, modelling and operations research (SMOR) Seminar series seeks to celebrate and disseminate research and developments across the broad spectrum of quantitative sciences. The SMOR series provides a platform for communication of both theoretical and practical developments, as well as interdisciplinary topics relating to applied mathematics and statistics.


Zoom: https://uqz.zoom.us/j/85172010876