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

M. N. Mishra and B. L. S. Prakasa Rao

International Journal of Stochastic Analysis, 2004, vol. 2004, 1-14

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).

Date: 2004
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnijsa:186157

DOI: 10.1155/S1048953304309019

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