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ArticleOriginal scientific text

Title

Minimum distance estimator for a hyperbolic stochastic partial differentialequation

Authors 1, 1

Affiliations

  1. Université de Cocody, UFR de Mathématiques et Informatique, Equipe de Probabilités et Statistique, 22 BP 582 Abidjan 22, Côte d'Ivoire

Abstract

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.

Keywords

ENG
random fields, stochastic partial differential equations, small noise, minimum distance estimator

Bibliography

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Applicationes Mathematicae
2000/27/2
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Pages:
225-238
Main language of publication
English
Received
1998-08-17
Accepted
1999-06-10
Published
2000
Exact and natural sciences