This paper studies the behaviour of quadratic variations of a stochastic wave equation driven by a noise that is white in space and fractional in time. Complementing the analysis of quadratic variations in the space component carried out by M. Khalil and C. A. Tudor (2018) and by R. Shevchenko, M. Slaoui and C. A. Tudor (2020), it focuses on the time component of the solution process. For different values of the Hurst parameter a central and a noncentral limit theorems are proved, allowing to construct consistent parameter estimators and compare them to the finding in the space-dependent case. Finally, rectangular quadratic variations in the white noise case are studied and a central limit theorem is demonstrated.
翻译:本文研究了由时空中白色噪音驱动的蒸汽波方程式的二次变异行为。作为对由M. Khalil和C. A. Tudor(2018年)以及R. Shevchenko、M. Slaoui和C. A. Tudor(202020年)进行的空间组成部分二次变异分析的补充,本文件侧重于解决方案过程的时间组成部分。对于赫斯特参数的不同值,证明了一个中和非中限参数的不同值,从而可以构建一致的参数估计器,并将其与空间依赖案例的发现进行比较。最后,研究了白色噪音案例的矩形二次变异,并展示了中心限标。