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: | Mishra M.N., Rao B.L.S. Prakasa |
Keywords: | differential equations, probability |
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.