Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation

DOI10.1016/j.jkss.2015.01.001zbMath1319.60142OpenAlexW2082849775WikidataQ115346420 ScholiaQ115346420MaRDI QIDQ2355273

Hyun Suk Park, Yoon Tae Kim

Publication date: 21 July 2015

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2015.01.001

zbMATH Keywords

Malliavin calculusmaximum likelihood estimatorstochastic partial differential equationmultiple stochastic integralcylindrical Brownian motion

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application ⋮ Optimal Berry-Esseen bound for statistical estimations and its application to SPDE

Cites Work

• Stein's method on Wiener chaos
• Stein's method and exact Berry-Esseen asymptotics for functionals of Gaussian fields
• On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations
• The Malliavin Calculus and Related Topics
• Unnamed Item
• Unnamed Item

This page was built for publication: Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation