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

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

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).

Suggested Citation

  • M. N. Mishra & B. L. S. Prakasa Rao, 2004. "On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations," International Journal of Stochastic Analysis, Hindawi, vol. 2004, pages 1-14, January.
    • Handle: RePEc:hin:jnijsa:186157
    DOI: 10.1155/S1048953304309019
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