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

Mishra, M. N. ; Prakasa Rao, B. L. S. (2004) On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations Journal of Applied Mathematics and Stochastic Analysis, 2004 (2). pp. 109-122. ISSN 1048-9533

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Official URL: http://www.hindawi.com/journals/ijsa/2004/186157/a...

Related URL: http://dx.doi.org/10.1155/S1048953304309019

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 (SPDEs).

Item Type:	Article
Source:	Copyright of this article belongs to Hindawi Publishing Corporation.
ID Code:	37898
Deposited On:	26 Apr 2011 12:46
Last Modified:	17 May 2016 20:48

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