On a Berry-Esseen type bound for the maximum likelihood estimator of a parameter for some stochastic partial differential equations
M. N. Mishra1and B. L. S. Prakasa Rao2
Received24 Sept 2003
Revised11 Mar 2004
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).
