Geodesic
Minimum distance estimator for a hyperbolic stochastic partial differentialequation
Applicationes Mathematicae, Tome 27 (2000) no. 2, pp. 225-238 Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences

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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.
DOI : 10.4064/am-27-2-225-238
Keywords: random fields, stochastic partial differential equations, small noise, minimum distance estimator

Vincent Monsan 1 ; Modeste N'zi 1

1 
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Vincent Monsan; Modeste N'zi. Minimum distance estimator for a hyperbolic stochastic partial differentialequation. Applicationes Mathematicae, Tome 27 (2000) no. 2, pp. 225-238. doi: 10.4064/am-27-2-225-238

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