On a Berry–Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations

On a Berry–Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations

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Article ID: iaor20051999
Country: United States
Volume: 17
Issue: 2
Start Page Number: 109
End Page Number: 122
Publication Date: Jul 2004
Journal: Journal of Applied Mathematics and Stochastic Analysis
Authors: ,
Keywords: differential equations, probability
Abstract:

This paper is concerned with the study of the rate of convergence of the distribution of the maximum likelihood estimator of a parameter appearing linearly in the drift coefficients of two types of stochastic partial differential equations.

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