Minimum distance estimator for a hyperbolic stochastic partial differentialequation
Monsan, Vincent ; N'zi, Modeste
Applicationes Mathematicae, Tome 27 (2000), p. 225-238 / Harvested from The Polish Digital Mathematics Library
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We study a minimum distance estimator in L2-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.

Publié le : 2000-01-01
EUDML-ID : urn:eudml:doc:219270 
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     title = {Minimum distance estimator for a hyperbolic stochastic partial differentialequation},
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     year = {2000},
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Monsan, Vincent; N'zi, Modeste. Minimum distance estimator for a hyperbolic stochastic partial differentialequation. Applicationes Mathematicae, Tome 27 (2000) pp. 225-238. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-zmv27i2p225bwm/

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