On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations
نویسندگان
چکیده
This paper is concerned with the study of the rate of convergence of the distribution of the maximum likelihood estimator (MLE) of parameter appearing linearly in the drift coefficient of two types of stochastic partial differential equations (SPDE’s).
منابع مشابه
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