LAUSR

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

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1 Published in 2018 at "Journal of The Korean Statistical Society"

DOI: 10.1016/j.jkss.2018.04.003

Abstract: Abstract We investigate a rate of convergence on asymptotic normality of the maximum likelihood estimator (MLE) for parameter θ appearing in parabolic SPDEs of the form d u ϵ ( t , x ) =… read more here.

Keywords: esseen bound; optimal berry; bound parameter; berry esseen ... See more keywords