Wasserstein Bounds in the CLT of the MLE for the Drift Coefficient of a Stochastic Partial Differential Equation
In this paper, we are interested in the rate of convergence for the central limit theorem of the maximum likelihood estimator of the drift coefficient for a stochastic partial differential equation based on continuous time observations of the Fourier coefficients <inline-formula><math xmlns...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-10-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/5/4/187 |