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

DOI10.1155/S1048953304309019zbMath1071.62069OpenAlexW1998713204MaRDI QIDQ1774436

B. L. S. Prakasa Rao, Mahendra Nath Mishra

Publication date: 9 May 2005

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/51655

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Markov processes: estimation; hidden Markov models (62M05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

Berry-Esseen type bound of a sequence \(\left\{\frac{X_N}{Y_N}\right\}\) and its application ⋮ Optimal Berry-Esseen bound for parameter estimation of SPDE with small noise ⋮ Optimal Berry-Esseen bound for statistical estimations and its application to SPDE ⋮ Upper bounds for large deviation probabilities for the MLE and BE of a parameter for some stochastic partial differential equations ⋮ Convergence rate of maximum likelihood estimator of parameter in stochastic partial differential equation

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