Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise

DOI10.1016/j.jkss.2018.04.003zbMath1393.60059OpenAlexW2800462136MaRDI QIDQ1657867

Yoon Tae Kim, Hyun Suk Park

Publication date: 14 August 2018

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.2018.04.003

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsStein's methodcentral limit theoremKolmogorov distancemaximum likelihood estimatormultiple stochastic integralBerry-Esseen bound

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) (L^p)-limit theorems (60F25)

Cites Work

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• On asymptotic properties of maximum likelihood estimators for parabolic stochastic PDE's
• Parameter estimation in stochastic differential equations.
• Normal Approximations with Malliavin Calculus
• The Malliavin Calculus and Related Topics
• Stein's method meets Malliavin calculus: a short survey with new estimates
• Normal Approximation by Stein’s Method
• The optimal fourth moment theorem

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