Currently displaying 1 – 4 of 4

Showing per page

Order by Relevance | Title | Year of publication

Minimum distance estimator for a hyperbolic stochastic partial differentialequation

Vincent MonsanModeste N'zi — 2000

Applicationes Mathematicae

We study a minimum distance estimator in L 2 -norm for a class ofnonlinear hyperbolic stochastic partial differential equations, driven by atwo-parameter white noise. The consistency and asymptotic normality of thisestimator are established under some regularity conditions on thecoefficients. Our results are applied to the two-parameterOrnstein-Uhlenbeck process.

Page 1

Download Results (CSV)